# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001410368-26-006944
**Filing Date:** 2026-1
**Character Count:** 2090684
**Document Hash:** b67c01915b3a64d55ccbfb1331bbbfab
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-006944.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0001410368-26-006944

**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:** 26557056

**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 10+ Year USD Bond ETF (Series ID: S000026652)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000080010 | iShares Core 10+ Year USD Bond ETF | ILTB            |

## Nport-Ex

Schedule of Investments (unaudited)

November 30, 2025

**iShares® Core 10+ Year USD 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** |
| Citibank Credit Card Issuance Trust, 6.15%, 06/15/39 | &nbsp;&nbsp;&nbsp; $100 | $112005 |
| **Total Asset-Backed Securities — 0.0%** <br>**(Cost: $109,067)** | **Total Asset-Backed Securities — 0.0%** <br>**(Cost: $109,067)** | 112005 |
| **Corporate Bonds & Notes** | **Corporate Bonds & Notes** | **Corporate Bonds & Notes** |
| **Advertising — 0.0%** | **Advertising — 0.0%** | **Advertising — 0.0%** |
| &nbsp;&nbsp;&nbsp; Interpublic Group of Companies Inc. (The), 5.40%, <br> 10/01/48<br>| &nbsp;&nbsp;&nbsp; 19 | 17855 |
| **Aerospace & Defense — 1.1%** | **Aerospace & Defense — 1.1%** | **Aerospace & Defense — 1.1%** |
| Airbus SE, 3.95%, 04/10/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 25033 |
| BAE Systems Holdings Inc., 4.75%, 10/07/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 79691 |
| BAE Systems PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 34075 |
| &nbsp;&nbsp;&nbsp; 5.80%, 10/11/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 63485 |
| Boeing Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 06/15/46 | &nbsp;&nbsp;&nbsp; 85 | 60965 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/39 | &nbsp;&nbsp;&nbsp; 40 | 33018 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/01/38 | &nbsp;&nbsp;&nbsp; 45 | 38094 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/01/48 | &nbsp;&nbsp;&nbsp; 35 | 25307 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/01/47 | &nbsp;&nbsp;&nbsp; 30 | 22145 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/01/50 | &nbsp;&nbsp;&nbsp; 120 | 88864 |
| &nbsp;&nbsp;&nbsp; 3.83%, 03/01/59 | &nbsp;&nbsp;&nbsp; 40 | 28225 |
| &nbsp;&nbsp;&nbsp; 3.85%, 11/01/48 | &nbsp;&nbsp;&nbsp; 35 | 26234 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/01/49 | &nbsp;&nbsp;&nbsp; 110 | 83165 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/01/59 | &nbsp;&nbsp;&nbsp; 100 | 72169 |
| &nbsp;&nbsp;&nbsp; 5.71%, 05/01/40 | &nbsp;&nbsp;&nbsp; 295 | 303052 |
| &nbsp;&nbsp;&nbsp; 5.81%, 05/01/50 | &nbsp;&nbsp;&nbsp; 510 | 508372 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/15/40 | &nbsp;&nbsp;&nbsp; 55 | 57325 |
| &nbsp;&nbsp;&nbsp; 5.93%, 05/01/60 | &nbsp;&nbsp;&nbsp; 340 | 336954 |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/15/38 | &nbsp;&nbsp;&nbsp; 40 | 45060 |
| &nbsp;&nbsp;&nbsp; 6.86%, 05/01/54 | &nbsp;&nbsp;&nbsp; 185 | 210853 |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/15/39 | &nbsp;&nbsp;&nbsp; 35 | 39703 |
| &nbsp;&nbsp;&nbsp; 7.01%, 05/01/64 | &nbsp;&nbsp;&nbsp; 130 | 148940 |
| General Dynamics Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 06/01/41 | &nbsp;&nbsp;&nbsp; 25 | 19029 |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/42 | &nbsp;&nbsp;&nbsp; 41 | 33840 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/40 | &nbsp;&nbsp;&nbsp; 95 | 88277 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/50 | &nbsp;&nbsp;&nbsp; 110 | 95186 |
| General Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/11/44 | &nbsp;&nbsp;&nbsp; 50 | 45776 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/29/36 | &nbsp;&nbsp;&nbsp; 85 | 87133 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/14/38 | &nbsp;&nbsp;&nbsp; 70 | 76914 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/10/39 | &nbsp;&nbsp;&nbsp; 60 | 71461 |
| Howmet Aerospace Inc., 5.95%, 02/01/37 | &nbsp;&nbsp;&nbsp; 90 | 98451 |
| L3Harris Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/27/45 | &nbsp;&nbsp;&nbsp; 65 | 62789 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/54 | &nbsp;&nbsp;&nbsp; 55 | 54846 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/31/53 | &nbsp;&nbsp;&nbsp; 50 | 50367 |
| &nbsp;&nbsp;&nbsp; 6.15%, 12/15/40 | &nbsp;&nbsp;&nbsp; 30 | 32995 |
| Lockheed Martin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/15/50 | &nbsp;&nbsp;&nbsp; 130 | 84337 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/45 | &nbsp;&nbsp;&nbsp; 115 | 93854 |
| &nbsp;&nbsp;&nbsp; 4.07%, 12/15/42 | &nbsp;&nbsp;&nbsp; 160 | 138874 |
| &nbsp;&nbsp;&nbsp; 4.09%, 09/15/52 | &nbsp;&nbsp;&nbsp; 137 | 111048 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/15/53 | &nbsp;&nbsp;&nbsp; 115 | 93703 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/62 | &nbsp;&nbsp;&nbsp; 60 | 48518 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/36 | &nbsp;&nbsp;&nbsp; 75 | 74065 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/15/46 | &nbsp;&nbsp;&nbsp; 147 | 135028 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** | **Aerospace & Defense (continued)** |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/55 | &nbsp;&nbsp;&nbsp; $75 | $71996 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/64 | &nbsp;&nbsp;&nbsp; 10 | 9461 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/54 | &nbsp;&nbsp;&nbsp; 125 | 128966 |
| &nbsp;&nbsp;&nbsp; 5.72%, 06/01/40 | &nbsp;&nbsp;&nbsp; 55 | 59439 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/63 | &nbsp;&nbsp;&nbsp; 50 | 52735 |
| &nbsp;&nbsp;&nbsp; Series B, 6.15%, 09/01/36 | &nbsp;&nbsp;&nbsp; 50 | 56053 |
| Northrop Grumman Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/15/45 | &nbsp;&nbsp;&nbsp; 75 | 61182 |
| &nbsp;&nbsp;&nbsp; 4.03%, 10/15/47 | &nbsp;&nbsp;&nbsp; 218 | 178497 |
| &nbsp;&nbsp;&nbsp; 4.75%, 06/01/43 | &nbsp;&nbsp;&nbsp; 108 | 100721 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/15/53 | &nbsp;&nbsp;&nbsp; 105 | 96538 |
| &nbsp;&nbsp;&nbsp; 5.05%, 11/15/40<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 39789 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/01/40 | &nbsp;&nbsp;&nbsp; 55 | 55283 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/54 | &nbsp;&nbsp;&nbsp; 95 | 90734 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/01/50 | &nbsp;&nbsp;&nbsp; 100 | 96431 |
| RTX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.82%, 09/01/51 | &nbsp;&nbsp;&nbsp; 90 | 57296 |
| &nbsp;&nbsp;&nbsp; 3.03%, 03/15/52 | &nbsp;&nbsp;&nbsp; 110 | 72988 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/01/50 | &nbsp;&nbsp;&nbsp; 105 | 71816 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/01/46 | &nbsp;&nbsp;&nbsp; 125 | 98483 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/04/47 | &nbsp;&nbsp;&nbsp; 75 | 61683 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/45 | &nbsp;&nbsp;&nbsp; 51 | 43161 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/47 | &nbsp;&nbsp;&nbsp; 115 | 98957 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/16/38 | &nbsp;&nbsp;&nbsp; 50 | 47517 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/42 | &nbsp;&nbsp;&nbsp; 350 | 319593 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/16/48 | &nbsp;&nbsp;&nbsp; 180 | 159652 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/15/41 | &nbsp;&nbsp;&nbsp; 60 | 56439 |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/15/43 | &nbsp;&nbsp;&nbsp; 50 | 46788 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/15/40 | &nbsp;&nbsp;&nbsp; 46 | 45040 |
| &nbsp;&nbsp;&nbsp; 5.38%, 02/27/53 | &nbsp;&nbsp;&nbsp; 110 | 107626 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/15/40 | &nbsp;&nbsp;&nbsp; 10 | 10614 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/01/36 | &nbsp;&nbsp;&nbsp; 70 | 76902 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/15/38 | &nbsp;&nbsp;&nbsp; 65 | 72034 |
| &nbsp;&nbsp;&nbsp; 6.40%, 03/15/54 | &nbsp;&nbsp;&nbsp; 175 | 196187 |
|  |  | 6667821 |
| **Agriculture — 0.6%** | **Agriculture — 0.6%** | **Agriculture — 0.6%** |
| Altria Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/04/41 | &nbsp;&nbsp;&nbsp; 150 | 116758 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/04/51 | &nbsp;&nbsp;&nbsp; 140 | 100644 |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/16/46 | &nbsp;&nbsp;&nbsp; 125 | 95323 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/04/61<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 110 | 80905 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/09/42 | &nbsp;&nbsp;&nbsp; 108 | 91523 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/06/50 | &nbsp;&nbsp;&nbsp; 75 | 60872 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/02/43 | &nbsp;&nbsp;&nbsp; 80 | 69247 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/31/44 | &nbsp;&nbsp;&nbsp; 195 | 191034 |
| &nbsp;&nbsp;&nbsp; 5.80%, 02/14/39 | &nbsp;&nbsp;&nbsp; 200 | 208264 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/14/49 | &nbsp;&nbsp;&nbsp; 180 | 183299 |
| Archer-Daniels-Midland Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 09/15/51 | &nbsp;&nbsp;&nbsp; 85 | 53164 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/47 | &nbsp;&nbsp;&nbsp; 40 | 31432 |
| &nbsp;&nbsp;&nbsp; 4.02%, 04/16/43 | &nbsp;&nbsp;&nbsp; 40 | 34001 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 | &nbsp;&nbsp;&nbsp; 60 | 52311 |
| &nbsp;&nbsp;&nbsp; 4.54%, 03/26/42 | &nbsp;&nbsp;&nbsp; 42 | 38761 |
| BAT Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.39%, 08/15/37 | &nbsp;&nbsp;&nbsp; 240 | 222128 |
| &nbsp;&nbsp;&nbsp; 4.54%, 08/15/47 | &nbsp;&nbsp;&nbsp; 202 | 169961 |
| &nbsp;&nbsp;&nbsp; 4.76%, 09/06/49 | &nbsp;&nbsp;&nbsp; 105 | 90013 |
| &nbsp;&nbsp;&nbsp; 5.28%, 04/02/50 | &nbsp;&nbsp;&nbsp; 50 | 45705 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/16/52 | &nbsp;&nbsp;&nbsp; 70 | 67128 |
| &nbsp;&nbsp;&nbsp; 6.25%, 08/15/55 | &nbsp;&nbsp;&nbsp; 45 | 47156 |
| &nbsp;&nbsp;&nbsp; 7.08%, 08/02/43 | &nbsp;&nbsp;&nbsp; 80 | 90520 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD 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; 7.08%, 08/02/53 | &nbsp;&nbsp;&nbsp; $95 | $108880 |
| Cargill Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/25/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 54864 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/23/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 15910 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/22/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 46740 |
| &nbsp;&nbsp;&nbsp; 4.76%, 11/23/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 50838 |
| &nbsp;&nbsp;&nbsp; 5.38%, 10/23/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 48986 |
| Philip Morris International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/21/42 | &nbsp;&nbsp;&nbsp; 64 | 53403 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/04/43 | &nbsp;&nbsp;&nbsp; 90 | 77219 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/10/44 | &nbsp;&nbsp;&nbsp; 130 | 112219 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/41 | &nbsp;&nbsp;&nbsp; 82 | 73493 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/20/42 | &nbsp;&nbsp;&nbsp; 55 | 49772 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/43 | &nbsp;&nbsp;&nbsp; 75 | 70142 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/16/38 | &nbsp;&nbsp;&nbsp; 90 | 101275 |
| Reynolds American Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.85%, 08/15/45 | &nbsp;&nbsp;&nbsp; 225 | 223990 |
| &nbsp;&nbsp;&nbsp; 6.15%, 09/15/43 | &nbsp;&nbsp;&nbsp; 60 | 62134 |
| &nbsp;&nbsp;&nbsp; 7.25%, 06/15/37 | &nbsp;&nbsp;&nbsp; 56 | 65068 |
|  |  | 3355082 |
| **Airlines — 0.0%** | **Airlines — 0.0%** | **Airlines — 0.0%** |
| United Airlines Pass-Through Trust |  |  |
| &nbsp;&nbsp;&nbsp; 5.80%, 07/15/37 | &nbsp;&nbsp;&nbsp; 70 | 73453 |
| &nbsp;&nbsp;&nbsp; Series AA, 5.45%, 08/15/38 | &nbsp;&nbsp;&nbsp; 5 | 5003 |
|  |  | 78456 |
| **Apparel — 0.1%** | **Apparel — 0.1%** | **Apparel — 0.1%** |
| NIKE Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/27/40 | &nbsp;&nbsp;&nbsp; 95 | 77477 |
| &nbsp;&nbsp;&nbsp; 3.38%, 11/01/46 | &nbsp;&nbsp;&nbsp; 55 | 41234 |
| &nbsp;&nbsp;&nbsp; 3.38%, 03/27/50 | &nbsp;&nbsp;&nbsp; 135 | 98376 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/01/43 | &nbsp;&nbsp;&nbsp; 55 | 44466 |
| &nbsp;&nbsp;&nbsp; 3.88%, 11/01/45 | &nbsp;&nbsp;&nbsp; 100 | 81856 |
| VF Corp., 6.45%, 11/01/37 | &nbsp;&nbsp;&nbsp; 35 | 33441 |
|  |  | 376850 |
| **Auto Manufacturers — 0.2%** | **Auto Manufacturers — 0.2%** | **Auto Manufacturers — 0.2%** |
| Cummins Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 09/01/50 | &nbsp;&nbsp;&nbsp; 65 | 40282 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/43 | &nbsp;&nbsp;&nbsp; 56 | 54963 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/20/54 | &nbsp;&nbsp;&nbsp; 100 | 99973 |
| Ford Motor Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/43 | &nbsp;&nbsp;&nbsp; 205 | 165056 |
| &nbsp;&nbsp;&nbsp; 5.29%, 12/08/46 | &nbsp;&nbsp;&nbsp; 130 | 109650 |
| &nbsp;&nbsp;&nbsp; 7.40%, 11/01/46 | &nbsp;&nbsp;&nbsp; 20 | 21533 |
| General Motors Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/01/38 | &nbsp;&nbsp;&nbsp; 90 | 87369 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/45 | &nbsp;&nbsp;&nbsp; 90 | 81852 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/48<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 85 | 78123 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/49 | &nbsp;&nbsp;&nbsp; 85 | 83411 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/02/43 | &nbsp;&nbsp;&nbsp; 153 | 157115 |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/36 | &nbsp;&nbsp;&nbsp; 100 | 109350 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/01/46 | &nbsp;&nbsp;&nbsp; 75 | 81334 |
|  |  | 1170011 |
| **Auto Parts & Equipment — 0.1%** | **Auto Parts & Equipment — 0.1%** | **Auto Parts & Equipment — 0.1%** |
| Aptiv Swiss Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/01/51 | &nbsp;&nbsp;&nbsp; 155 | 100941 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/01/52 | &nbsp;&nbsp;&nbsp; 105 | 81891 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/01/46 | &nbsp;&nbsp;&nbsp; 20 | 16310 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/49 | &nbsp;&nbsp;&nbsp; 45 | 41699 |
| BorgWarner Inc., 4.38%, 03/15/45 | &nbsp;&nbsp;&nbsp; 61 | 51929 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Auto Parts & Equipment (continued)** | **Auto Parts & Equipment (continued)** | **Auto Parts & Equipment (continued)** |
| Lear Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 01/15/52 | &nbsp;&nbsp;&nbsp; $25 | $17060 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/49 | &nbsp;&nbsp;&nbsp; 75 | 68479 |
|  |  | 378309 |
| **Banks — 3.5%** | **Banks — 3.5%** | **Banks — 3.5%** |
| Bank of America Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.68%, 06/19/41, (1-day SOFR + 1.93%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 489 | 367884 |
| &nbsp;&nbsp;&nbsp; 2.83%, 10/24/51, (1-day SOFR + 1.88%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 75 | 48846 |
| &nbsp;&nbsp;&nbsp; 2.97%, 07/21/52, (1-day SOFR + 1.56%)<sup>(b)(c)</sup> | &nbsp;&nbsp;&nbsp; 250 | 168084 |
| &nbsp;&nbsp;&nbsp; 3.31%, 04/22/42, (1-day SOFR + 1.58%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 350 | 280135 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.95%, 01/23/49, (3-mo. CME Term SOFR + <br> 1.45%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 145 | 118097 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 04/23/40, (3-mo. CME Term SOFR + <br> 1.58%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 153 | 138474 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.08%, 03/20/51, (3-mo. CME Term SOFR + <br> 3.41%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 495 | 408106 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.24%, 04/24/38, (3-mo. CME Term SOFR + <br> 2.08%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 191 | 180616 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.33%, 03/15/50, (3-mo. CME Term SOFR + <br> 1.78%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 256 | 219846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.44%, 01/20/48, (3-mo. CME Term SOFR + <br> 2.25%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 225 | 199965 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/44 | &nbsp;&nbsp;&nbsp; 20 | 19289 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/21/44 | &nbsp;&nbsp;&nbsp; 185 | 182185 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/07/42 | &nbsp;&nbsp;&nbsp; 160 | 172728 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/15/36 | &nbsp;&nbsp;&nbsp; 85 | 93226 |
| &nbsp;&nbsp;&nbsp; 6.11%, 01/29/37 | &nbsp;&nbsp;&nbsp; 120 | 130566 |
| &nbsp;&nbsp;&nbsp; 7.75%, 05/14/38 | &nbsp;&nbsp;&nbsp; 175 | 214924 |
| &nbsp;&nbsp;&nbsp; Series L, 4.75%, 04/21/45 | &nbsp;&nbsp;&nbsp; 65 | 59308 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series N, 3.48%, 03/13/52, (1-day SOFR + <br> 1.65%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 80 | 59380 |
| Barclays PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.33%, 11/24/42, (1-year CMT + 1.30%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 200 | 156018 |
| &nbsp;&nbsp;&nbsp; 3.81%, 03/10/42, (1-year CMT + 1.70%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 8050 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/10/47 | &nbsp;&nbsp;&nbsp; 200 | 185885 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/17/45 | &nbsp;&nbsp;&nbsp; 200 | 194023 |
| Blackstone Reg Finance Co. LLC, 4.95%, 02/15/36 | &nbsp;&nbsp;&nbsp; 35 | 34872 |
| BNP Paribas SA, 2.82%, 01/26/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 72384 |
| Citigroup Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 11/03/42, (1-day SOFR + 1.38%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 130 | 96759 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 01/24/39, (3-mo. CME Term SOFR + <br> 1.43%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 105 | 93625 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.28%, 04/24/48, (3-mo. CME Term SOFR + <br> 2.10%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 100 | 85294 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/30/45 | &nbsp;&nbsp;&nbsp; 112 | 102136 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/23/48 | &nbsp;&nbsp;&nbsp; 265 | 238269 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/18/46 | &nbsp;&nbsp;&nbsp; 195 | 173897 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/06/44 | &nbsp;&nbsp;&nbsp; 95 | 92527 |
| &nbsp;&nbsp;&nbsp; 5.32%, 03/26/41, (1-day SOFR + 4.55%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 132 | 133743 |
| &nbsp;&nbsp;&nbsp; 5.61%, 03/04/56, (1-day SOFR + 1.75%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 190 | 193528 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/30/42 | &nbsp;&nbsp;&nbsp; 90 | 95648 |
| &nbsp;&nbsp;&nbsp; 6.68%, 09/13/43 | &nbsp;&nbsp;&nbsp; 105 | 118588 |
| &nbsp;&nbsp;&nbsp; 8.13%, 07/15/39 | &nbsp;&nbsp;&nbsp; 196 | 253549 |
| Commonwealth Bank of Australia |  |  |
| &nbsp;&nbsp;&nbsp; 3.31%, 03/11/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 155364 |
| &nbsp;&nbsp;&nbsp; 3.74%, 09/12/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 210 | 176960 |
| &nbsp;&nbsp;&nbsp; 3.90%, 07/12/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 170 | 141426 |
| Cooperatieve Rabobank UA |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/24/41 | &nbsp;&nbsp;&nbsp; 90 | 91231 |
| &nbsp;&nbsp;&nbsp; 5.25%, 08/04/45 | &nbsp;&nbsp;&nbsp; 250 | 239833 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/01/43 | &nbsp;&nbsp;&nbsp; 35 | 35853 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| Fifth Third Bancorp, 8.25%, 03/01/38 | &nbsp;&nbsp;&nbsp; $102 | $126337 |
| Goldman Sachs Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.91%, 07/21/42, (1-day SOFR + 1.47%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 155 | 115499 |
| &nbsp;&nbsp;&nbsp; 3.21%, 04/22/42, (1-day SOFR + 1.51%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 245 | 190925 |
| &nbsp;&nbsp;&nbsp; 3.44%, 02/24/43, (1-day SOFR + 1.63%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 220 | 174143 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.02%, 10/31/38, (3-mo. CME Term SOFR + <br> 1.64%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 250 | 227087 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.41%, 04/23/39, (3-mo. CME Term SOFR + <br> 1.69%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 151 | 141748 |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/21/45 | &nbsp;&nbsp;&nbsp; 120 | 110295 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/08/44 | &nbsp;&nbsp;&nbsp; 186 | 174871 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/22/45 | &nbsp;&nbsp;&nbsp; 210 | 199948 |
| &nbsp;&nbsp;&nbsp; 5.56%, 11/19/45, (1-day SOFR + 1.58%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 280 | 285489 |
| &nbsp;&nbsp;&nbsp; 5.73%, 01/28/56, (1-day SOFR + 1.70%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 305 | 317143 |
| &nbsp;&nbsp;&nbsp; 6.25%, 02/01/41 | &nbsp;&nbsp;&nbsp; 231 | 255075 |
| &nbsp;&nbsp;&nbsp; 6.45%, 05/01/36 | &nbsp;&nbsp;&nbsp; 80 | 88239 |
| &nbsp;&nbsp;&nbsp; 6.75%, 10/01/37 | &nbsp;&nbsp;&nbsp; 513 | 577512 |
| HSBC Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/14/44 | &nbsp;&nbsp;&nbsp; 200 | 196846 |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/14/42 | &nbsp;&nbsp;&nbsp; 95 | 103901 |
| &nbsp;&nbsp;&nbsp; 6.33%, 03/09/44, (1-day SOFR + 2.65%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 315 | 347650 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/15/37 | &nbsp;&nbsp;&nbsp; 230 | 252409 |
| &nbsp;&nbsp;&nbsp; 6.80%, 06/01/38 | &nbsp;&nbsp;&nbsp; 100 | 112363 |
| Intesa Sanpaolo SpA |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/42, (1-year CMT + 2.75%)<sup>(a)(c)</sup> | &nbsp;&nbsp;&nbsp; 80 | 68236 |
| &nbsp;&nbsp;&nbsp; 7.78%, 06/20/54, (1-year CMT + 3.90%)<sup>(a)(c)</sup> | &nbsp;&nbsp;&nbsp; 105 | 125908 |
| &nbsp;&nbsp;&nbsp; 7.80%, 11/28/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 248527 |
| JPMorgan Chase & Co. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2.53%, 11/19/41, (3-mo. CME Term SOFR + <br> 1.51%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 202 | 147528 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.11%, 04/22/41, (3-mo. CME Term SOFR + <br> 2.46%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 160 | 127494 |
| &nbsp;&nbsp;&nbsp; 3.11%, 04/22/51, (1-day SOFR + 2.44%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 236 | 164008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.16%, 04/22/42, (3-mo. CME Term SOFR + <br> 1.46%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 220 | 172961 |
| &nbsp;&nbsp;&nbsp; 3.33%, 04/22/52, (1-day SOFR + 1.58%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 340 | 246155 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.88%, 07/24/38, (3-mo. CME Term SOFR + <br> 1.62%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 272 | 247515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.90%, 01/23/49, (3-mo. CME Term SOFR + <br> 1.48%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 145 | 117889 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3.96%, 11/15/48, (3-mo. CME Term SOFR + <br> 1.64%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 310 | 254980 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.03%, 07/24/48, (3-mo. CME Term SOFR + <br> 1.72%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 75 | 62603 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.26%, 02/22/48, (3-mo. CME Term SOFR + <br> 1.84%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 210 | 181760 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/44 | &nbsp;&nbsp;&nbsp; 115 | 110583 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/45 | &nbsp;&nbsp;&nbsp; 115 | 110346 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/06/42 | &nbsp;&nbsp;&nbsp; 165 | 169743 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/15/40 | &nbsp;&nbsp;&nbsp; 146 | 154278 |
| &nbsp;&nbsp;&nbsp; 5.53%, 11/29/45, (1-day SOFR + 1.55%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 250 | 258094 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/15/41 | &nbsp;&nbsp;&nbsp; 90 | 94985 |
| &nbsp;&nbsp;&nbsp; 5.63%, 08/16/43 | &nbsp;&nbsp;&nbsp; 145 | 151006 |
| &nbsp;&nbsp;&nbsp; 6.40%, 05/15/38 | &nbsp;&nbsp;&nbsp; 173 | 198244 |
| Kreditanstalt fuer Wiederaufbau, 0.00%, 06/29/37<sup>(d)</sup> | &nbsp;&nbsp;&nbsp; 315 | 194695 |
| Lloyds Banking Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.37%, 12/14/46, (5-year CMT + 1.50%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 20 | 15035 |
| &nbsp;&nbsp;&nbsp; 4.34%, 01/09/48 | &nbsp;&nbsp;&nbsp; 205 | 170838 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/01/45 | &nbsp;&nbsp;&nbsp; 200 | 191323 |
| Mitsubishi UFJ Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 07/18/39 | &nbsp;&nbsp;&nbsp; 200 | 176675 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Banks (continued)** | **Banks (continued)** | **Banks (continued)** |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/07/39<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; $81 | $76471 |
| &nbsp;&nbsp;&nbsp; 4.29%, 07/26/38<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 62441 |
| Morgan Stanley |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/25/52, (1-day SOFR + 1.43%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 210 | 135963 |
| &nbsp;&nbsp;&nbsp; 3.22%, 04/22/42, (1-day SOFR + 1.49%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 200 | 157837 |
| &nbsp;&nbsp;&nbsp; 3.97%, 07/22/38<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 215 | 195611 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/27/45 | &nbsp;&nbsp;&nbsp; 255 | 224539 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/22/47 | &nbsp;&nbsp;&nbsp; 230 | 202416 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.46%, 04/22/39, (3-mo. CME Term SOFR + <br> 1.69%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 127 | 120255 |
| &nbsp;&nbsp;&nbsp; 5.52%, 11/19/55, (1-day SOFR + 1.71%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 290 | 293331 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/24/51, (1-day SOFR + 4.84%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 201 | 205061 |
| &nbsp;&nbsp;&nbsp; 6.38%, 07/24/42 | &nbsp;&nbsp;&nbsp; 177 | 200044 |
| Regions Financial Corp., 7.38%, 12/10/37 | &nbsp;&nbsp;&nbsp; 15 | 17367 |
| Societe Generale SA |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/01/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 149043 |
| &nbsp;&nbsp;&nbsp; 4.03%, 01/21/43, (1-year CMT + 1.90%)<sup>(a)(c)</sup> | &nbsp;&nbsp;&nbsp; 115 | 89636 |
| &nbsp;&nbsp;&nbsp; 7.13%, 01/19/55, (1-year CMT + 2.95%)<sup>(a)(c)</sup> | &nbsp;&nbsp;&nbsp; 100 | 106257 |
| &nbsp;&nbsp;&nbsp; 7.37%, 01/10/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 108840 |
| Standard Chartered PLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/09/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 9688 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/26/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 205 | 206621 |
| Sumitomo Mitsui Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 01/12/41 | &nbsp;&nbsp;&nbsp; 200 | 142207 |
| &nbsp;&nbsp;&nbsp; 2.93%, 09/17/41 | &nbsp;&nbsp;&nbsp; 75 | 55938 |
| &nbsp;&nbsp;&nbsp; 3.05%, 01/14/42 | &nbsp;&nbsp;&nbsp; 40 | 31155 |
| &nbsp;&nbsp;&nbsp; 5.84%, 07/09/44 | &nbsp;&nbsp;&nbsp; 90 | 94453 |
| &nbsp;&nbsp;&nbsp; 6.18%, 07/13/43 | &nbsp;&nbsp;&nbsp; 90 | 99005 |
| UBS Group AG |  |  |
| &nbsp;&nbsp;&nbsp; 3.18%, 02/11/43, (1-year CMT + 1.10%)<sup>(a)(c)</sup> | &nbsp;&nbsp;&nbsp; 225 | 172335 |
| &nbsp;&nbsp;&nbsp; 4.88%, 05/15/45 | &nbsp;&nbsp;&nbsp; 225 | 210610 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 09/06/45, (1-year USD ICE Swap <br> +1.86%)<sup>(a)(c)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 199208 |
| Wells Fargo & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.07%, 04/30/41, (1-day SOFR + 2.53%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 285 | 225052 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/01/45 | &nbsp;&nbsp;&nbsp; 210 | 173567 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/14/46 | &nbsp;&nbsp;&nbsp; 215 | 182899 |
| &nbsp;&nbsp;&nbsp; 4.61%, 04/25/53, (1-day SOFR + 2.13%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 295 | 259986 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/04/44 | &nbsp;&nbsp;&nbsp; 215 | 191323 |
| &nbsp;&nbsp;&nbsp; 4.75%, 12/07/46 | &nbsp;&nbsp;&nbsp; 200 | 178480 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/17/45 | &nbsp;&nbsp;&nbsp; 188 | 171297 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.01%, 04/04/51, (3-mo. CME Term SOFR + <br> 4.50%)<sup>(c)</sup><br>| &nbsp;&nbsp;&nbsp; 525 | 492500 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/02/43 | &nbsp;&nbsp;&nbsp; 201 | 197854 |
| &nbsp;&nbsp;&nbsp; 5.61%, 01/15/44 | &nbsp;&nbsp;&nbsp; 250 | 251837 |
| &nbsp;&nbsp;&nbsp; 5.95%, 12/01/86 | &nbsp;&nbsp;&nbsp; 55 | 57513 |
| Wells Fargo Bank NA, 6.60%, 01/15/38 | &nbsp;&nbsp;&nbsp; 250 | 283234 |
| Westpac Banking Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.96%, 11/16/40 | &nbsp;&nbsp;&nbsp; 70 | 54163 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/18/41 | &nbsp;&nbsp;&nbsp; 70 | 53593 |
| &nbsp;&nbsp;&nbsp; 4.42%, 07/24/39 | &nbsp;&nbsp;&nbsp; 95 | 89008 |
|  |  | 20818648 |
| **Beverages — 1.0%** | **Beverages — 1.0%** | **Beverages — 1.0%** |
| &nbsp;&nbsp;&nbsp; Anheuser-Busch Companies LLC/Anheuser-Busch <br> InBev Worldwide Inc.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/36 | &nbsp;&nbsp;&nbsp; 448 | 448229 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 | &nbsp;&nbsp;&nbsp; 890 | 837900 |
| Anheuser-Busch InBev Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/01/44 | &nbsp;&nbsp;&nbsp; 95 | 86830 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/36 | &nbsp;&nbsp;&nbsp; 100 | 99730 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/01/46 | &nbsp;&nbsp;&nbsp; 195 | 182860 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Beverages (continued)** | **Beverages (continued)** | **Beverages (continued)** |
| Anheuser-Busch InBev Worldwide Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/38 | &nbsp;&nbsp;&nbsp; $100 | $96234 |
| &nbsp;&nbsp;&nbsp; 4.44%, 10/06/48 | &nbsp;&nbsp;&nbsp; 216 | 189107 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/50 | &nbsp;&nbsp;&nbsp; 20 | 18283 |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/15/48 | &nbsp;&nbsp;&nbsp; 6 | 4975 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/58 | &nbsp;&nbsp;&nbsp; 45 | 40260 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/42 | &nbsp;&nbsp;&nbsp; 140 | 135944 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/23/39 | &nbsp;&nbsp;&nbsp; 225 | 235762 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/23/49 | &nbsp;&nbsp;&nbsp; 340 | 345746 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/23/59 | &nbsp;&nbsp;&nbsp; 170 | 177357 |
| &nbsp;&nbsp;&nbsp; 8.00%, 11/15/39 | &nbsp;&nbsp;&nbsp; 5 | 6452 |
| &nbsp;&nbsp;&nbsp; 8.20%, 01/15/39 | &nbsp;&nbsp;&nbsp; 145 | 188556 |
| Brown-Forman Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/38 | &nbsp;&nbsp;&nbsp; 60 | 54550 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/15/45 | &nbsp;&nbsp;&nbsp; 47 | 41343 |
| Coca-Cola Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/01/40 | &nbsp;&nbsp;&nbsp; 131 | 98752 |
| &nbsp;&nbsp;&nbsp; 2.50%, 03/15/51 | &nbsp;&nbsp;&nbsp; 155 | 95133 |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/01/50 | &nbsp;&nbsp;&nbsp; 180 | 114097 |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/60 | &nbsp;&nbsp;&nbsp; 95 | 57286 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/05/41 | &nbsp;&nbsp;&nbsp; 85 | 65987 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/05/51 | &nbsp;&nbsp;&nbsp; 175 | 119538 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/25/50 | &nbsp;&nbsp;&nbsp; 80 | 68544 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/14/55 | &nbsp;&nbsp;&nbsp; 140 | 138134 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/13/54 | &nbsp;&nbsp;&nbsp; 105 | 104783 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/13/64 | &nbsp;&nbsp;&nbsp; 130 | 129455 |
| Constellation Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/01/50 | &nbsp;&nbsp;&nbsp; 65 | 48206 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/15/48 | &nbsp;&nbsp;&nbsp; 65 | 51729 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/09/47 | &nbsp;&nbsp;&nbsp; 45 | 37896 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/48 | &nbsp;&nbsp;&nbsp; 50 | 46919 |
| Diageo Capital PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/29/43 | &nbsp;&nbsp;&nbsp; 60 | 50017 |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/30/36 | &nbsp;&nbsp;&nbsp; 60 | 65405 |
| Diageo Investment Corp., 4.25%, 05/11/42 | &nbsp;&nbsp;&nbsp; 47 | 40971 |
| &nbsp;&nbsp;&nbsp; Fomento Economico Mexicano SAB de CV, 4.38%, <br> 05/10/43<br>| &nbsp;&nbsp;&nbsp; 15 | 13278 |
| Heineken NV |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 16998 |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/29/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 90 | 76589 |
| Keurig Dr Pepper Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/15/51 | &nbsp;&nbsp;&nbsp; 55 | 37152 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/01/50 | &nbsp;&nbsp;&nbsp; 80 | 58920 |
| &nbsp;&nbsp;&nbsp; 4.42%, 12/15/46 | &nbsp;&nbsp;&nbsp; 40 | 33092 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/45 | &nbsp;&nbsp;&nbsp; 50 | 42527 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/52 | &nbsp;&nbsp;&nbsp; 95 | 78021 |
| &nbsp;&nbsp;&nbsp; 5.09%, 05/25/48 | &nbsp;&nbsp;&nbsp; 45 | 40524 |
| Molson Coors Beverage Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/46 | &nbsp;&nbsp;&nbsp; 164 | 134286 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/01/42 | &nbsp;&nbsp;&nbsp; 110 | 102554 |
| PepsiCo Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 10/21/41 | &nbsp;&nbsp;&nbsp; 90 | 66083 |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/21/51 | &nbsp;&nbsp;&nbsp; 85 | 54640 |
| &nbsp;&nbsp;&nbsp; 2.88%, 10/15/49 | &nbsp;&nbsp;&nbsp; 35 | 23598 |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/29/49 | &nbsp;&nbsp;&nbsp; 72 | 53158 |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/06/46 | &nbsp;&nbsp;&nbsp; 110 | 84707 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/19/40 | &nbsp;&nbsp;&nbsp; 100 | 85352 |
| &nbsp;&nbsp;&nbsp; 3.60%, 08/13/42 | &nbsp;&nbsp;&nbsp; 20 | 16519 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/19/50 | &nbsp;&nbsp;&nbsp; 109 | 84056 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/19/60 | &nbsp;&nbsp;&nbsp; 70 | 54296 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/05/42 | &nbsp;&nbsp;&nbsp; 60 | 52475 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Beverages (continued)** | **Beverages (continued)** | **Beverages (continued)** |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/02/47 | &nbsp;&nbsp;&nbsp; $75 | $62598 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/18/52 | &nbsp;&nbsp;&nbsp; 65 | 54289 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/22/44 | &nbsp;&nbsp;&nbsp; 20 | 17620 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/14/46 | &nbsp;&nbsp;&nbsp; 70 | 62934 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/15/53 | &nbsp;&nbsp;&nbsp; 45 | 40502 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/01/40 | &nbsp;&nbsp;&nbsp; 60 | 59174 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/17/54 | &nbsp;&nbsp;&nbsp; 75 | 74305 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/40 | &nbsp;&nbsp;&nbsp; 15 | 15890 |
| &nbsp;&nbsp;&nbsp; Pernod Ricard International Finance LLC, 2.75%, <br> 10/01/50<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 40 | 24571 |
|  |  | 6143678 |
| **Biotechnology — 0.8%** | **Biotechnology — 0.8%** | **Biotechnology — 0.8%** |
| Amgen Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.77%, 09/01/53 | &nbsp;&nbsp;&nbsp; 122 | 74107 |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/15/41 | &nbsp;&nbsp;&nbsp; 70 | 51824 |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/52 | &nbsp;&nbsp;&nbsp; 90 | 59761 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/21/40 | &nbsp;&nbsp;&nbsp; 175 | 139811 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/21/50 | &nbsp;&nbsp;&nbsp; 170 | 123658 |
| &nbsp;&nbsp;&nbsp; 4.20%, 02/22/52 | &nbsp;&nbsp;&nbsp; 115 | 92826 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/01/45 | &nbsp;&nbsp;&nbsp; 155 | 135006 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/22/62 | &nbsp;&nbsp;&nbsp; 120 | 96084 |
| &nbsp;&nbsp;&nbsp; 4.56%, 06/15/48 | &nbsp;&nbsp;&nbsp; 155 | 134961 |
| &nbsp;&nbsp;&nbsp; 4.66%, 06/15/51 | &nbsp;&nbsp;&nbsp; 360 | 315234 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/01/53 | &nbsp;&nbsp;&nbsp; 110 | 99078 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/01/41 | &nbsp;&nbsp;&nbsp; 91 | 87144 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/41 | &nbsp;&nbsp;&nbsp; 96 | 94112 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/02/43 | &nbsp;&nbsp;&nbsp; 185 | 188722 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/42 | &nbsp;&nbsp;&nbsp; 55 | 56508 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/02/53 | &nbsp;&nbsp;&nbsp; 355 | 356658 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/02/63 | &nbsp;&nbsp;&nbsp; 250 | 250868 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/01/37 | &nbsp;&nbsp;&nbsp; 57 | 63908 |
| &nbsp;&nbsp;&nbsp; 6.40%, 02/01/39 | &nbsp;&nbsp;&nbsp; 25 | 27872 |
| Biogen Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 05/01/50 | &nbsp;&nbsp;&nbsp; 150 | 99282 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/15/51 | &nbsp;&nbsp;&nbsp; 54 | 36134 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/15/45 | &nbsp;&nbsp;&nbsp; 110 | 103221 |
| &nbsp;&nbsp;&nbsp; 6.45%, 05/15/55 | &nbsp;&nbsp;&nbsp; 15 | 16097 |
| CSL Finance PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 04/27/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 27514 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/27/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 115 | 100804 |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/27/62<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 44416 |
| &nbsp;&nbsp;&nbsp; 5.42%, 04/03/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 77297 |
| Gilead Sciences Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/01/40 | &nbsp;&nbsp;&nbsp; 65 | 48557 |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/01/50 | &nbsp;&nbsp;&nbsp; 170 | 110338 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/01/36 | &nbsp;&nbsp;&nbsp; 85 | 79992 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/01/47 | &nbsp;&nbsp;&nbsp; 190 | 160609 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/45 | &nbsp;&nbsp;&nbsp; 175 | 157615 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/46 | &nbsp;&nbsp;&nbsp; 230 | 212472 |
| &nbsp;&nbsp;&nbsp; 4.80%, 04/01/44 | &nbsp;&nbsp;&nbsp; 170 | 159330 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/54 | &nbsp;&nbsp;&nbsp; 75 | 75725 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/53 | &nbsp;&nbsp;&nbsp; 115 | 117000 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/15/64 | &nbsp;&nbsp;&nbsp; 75 | 76145 |
| &nbsp;&nbsp;&nbsp; 5.65%, 12/01/41 | &nbsp;&nbsp;&nbsp; 115 | 120672 |
| Regeneron Pharmaceuticals Inc., 2.80%, 09/15/50 | &nbsp;&nbsp;&nbsp; 80 | 50216 |
| Royalty Pharma PLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/02/40 | &nbsp;&nbsp;&nbsp; 115 | 90197 |
| &nbsp;&nbsp;&nbsp; 3.35%, 09/02/51 | &nbsp;&nbsp;&nbsp; 75 | 50521 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/02/50 | &nbsp;&nbsp;&nbsp; 85 | 59760 |
| &nbsp;&nbsp;&nbsp; 5.90%, 09/02/54 | &nbsp;&nbsp;&nbsp; 35 | 34977 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD 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; 5.95%, 09/25/55 | &nbsp;&nbsp;&nbsp; $50 | $50469 |
|  |  | 4607502 |
| **Building Materials — 0.3%** | **Building Materials — 0.3%** | **Building Materials — 0.3%** |
| Carrier Global Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/05/40 | &nbsp;&nbsp;&nbsp; 175 | 142845 |
| &nbsp;&nbsp;&nbsp; 3.58%, 04/05/50 | &nbsp;&nbsp;&nbsp; 173 | 129740 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/15/54 | &nbsp;&nbsp;&nbsp; 31 | 33990 |
| CRH America Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/04/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 73753 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/09/36 | &nbsp;&nbsp;&nbsp; 150 | 151547 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/09/56 | &nbsp;&nbsp;&nbsp; 55 | 55153 |
| CRH America Inc., 5.13%, 05/18/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 120 | 114784 |
| Fortune Brands Innovations Inc., 4.50%, 03/25/52 | &nbsp;&nbsp;&nbsp; 50 | 40920 |
| Johnson Controls International PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/47 | &nbsp;&nbsp;&nbsp; 75 | 65639 |
| &nbsp;&nbsp;&nbsp; 4.63%, 07/02/44 | &nbsp;&nbsp;&nbsp; 30 | 26950 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/02/64<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; 28 | 24600 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/36 | &nbsp;&nbsp;&nbsp; 60 | 65809 |
| Martin Marietta Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/15/51 | &nbsp;&nbsp;&nbsp; 125 | 85678 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/47 | &nbsp;&nbsp;&nbsp; 60 | 50468 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/54 | &nbsp;&nbsp;&nbsp; 50 | 49657 |
| Masco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/15/51 | &nbsp;&nbsp;&nbsp; 35 | 23407 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/47 | &nbsp;&nbsp;&nbsp; 42 | 36210 |
| Owens Corning |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/15/47 | &nbsp;&nbsp;&nbsp; 68 | 56007 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/30/48 | &nbsp;&nbsp;&nbsp; 60 | 49824 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/54 | &nbsp;&nbsp;&nbsp; 55 | 56431 |
| &nbsp;&nbsp;&nbsp; 7.00%, 12/01/36 | &nbsp;&nbsp;&nbsp; 30 | 34457 |
| Trane Technologies Financing Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/21/49 | &nbsp;&nbsp;&nbsp; 15 | 13118 |
| &nbsp;&nbsp;&nbsp; 4.65%, 11/01/44 | &nbsp;&nbsp;&nbsp; 20 | 18385 |
| Trane Technologies Holdco, Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/21/48 | &nbsp;&nbsp;&nbsp; 55 | 47078 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/15/43 | &nbsp;&nbsp;&nbsp; 70 | 74052 |
| Vulcan Materials Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/47 | &nbsp;&nbsp;&nbsp; 70 | 61320 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/01/48 | &nbsp;&nbsp;&nbsp; 85 | 76041 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/01/54 | &nbsp;&nbsp;&nbsp; 35 | 35706 |
|  |  | 1693569 |
| **Chemicals — 0.7%** | **Chemicals — 0.7%** | **Chemicals — 0.7%** |
| Air Products and Chemicals Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/15/40 | &nbsp;&nbsp;&nbsp; 75 | 56978 |
| &nbsp;&nbsp;&nbsp; 2.80%, 05/15/50 | &nbsp;&nbsp;&nbsp; 120 | 78386 |
| Albemarle Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 12/01/44 | &nbsp;&nbsp;&nbsp; 40 | 36845 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/52 | &nbsp;&nbsp;&nbsp; 50 | 45306 |
| Ashland Inc., 6.88%, 05/15/43 | &nbsp;&nbsp;&nbsp; 55 | 57140 |
| Braskem America Finance Co., 7.13%, 07/22/41<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 70006 |
| CF Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/43 | &nbsp;&nbsp;&nbsp; 82 | 74424 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/15/44 | &nbsp;&nbsp;&nbsp; 75 | 71426 |
| Dow Chemical Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/50 | &nbsp;&nbsp;&nbsp; 120 | 79699 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/42 | &nbsp;&nbsp;&nbsp; 107 | 86452 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/44 | &nbsp;&nbsp;&nbsp; 65 | 52995 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/15/49 | &nbsp;&nbsp;&nbsp; 80 | 64443 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/41 | &nbsp;&nbsp;&nbsp; 90 | 82509 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/30/48 | &nbsp;&nbsp;&nbsp; 60 | 53878 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/54 | &nbsp;&nbsp;&nbsp; $75 | $66927 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/36 | &nbsp;&nbsp;&nbsp; 50 | 50269 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/55 | &nbsp;&nbsp;&nbsp; 55 | 51447 |
| &nbsp;&nbsp;&nbsp; 6.90%, 05/15/53<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 95 | 99856 |
| &nbsp;&nbsp;&nbsp; 9.40%, 05/15/39 | &nbsp;&nbsp;&nbsp; 53 | 69211 |
| DuPont de Nemours Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.32%, 11/15/38 | &nbsp;&nbsp;&nbsp; 116 | 118377 |
| &nbsp;&nbsp;&nbsp; 5.42%, 11/15/48 | &nbsp;&nbsp;&nbsp; 46 | 43851 |
| Eastman Chemical Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/15/44 | &nbsp;&nbsp;&nbsp; 99 | 84737 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/01/42 | &nbsp;&nbsp;&nbsp; 50 | 44653 |
| Ecolab Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 08/15/50 | &nbsp;&nbsp;&nbsp; 55 | 30896 |
| &nbsp;&nbsp;&nbsp; 2.70%, 12/15/51 | &nbsp;&nbsp;&nbsp; 90 | 56700 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/18/55 | &nbsp;&nbsp;&nbsp; 97 | 59670 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/47 | &nbsp;&nbsp;&nbsp; 55 | 45078 |
| FMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/49 | &nbsp;&nbsp;&nbsp; 60 | 39301 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/18/53 | &nbsp;&nbsp;&nbsp; 35 | 28265 |
| ICL Group Ltd., 6.38%, 05/31/38<sup>(a)(f)</sup> | &nbsp;&nbsp;&nbsp; 60 | 62191 |
| International Flavors & Fragrances Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.27%, 11/15/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 47 | 36559 |
| &nbsp;&nbsp;&nbsp; 3.47%, 12/01/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 41768 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/01/47 | &nbsp;&nbsp;&nbsp; 50 | 40787 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/26/48 | &nbsp;&nbsp;&nbsp; 75 | 66979 |
| Linde Inc./CT |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/10/50 | &nbsp;&nbsp;&nbsp; 20 | 10941 |
| &nbsp;&nbsp;&nbsp; 3.55%, 11/07/42 | &nbsp;&nbsp;&nbsp; 85 | 68986 |
| LYB International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/44 | &nbsp;&nbsp;&nbsp; 98 | 82403 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/43 | &nbsp;&nbsp;&nbsp; 75 | 65969 |
| LYB International Finance III LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 10/01/40 | &nbsp;&nbsp;&nbsp; 70 | 51656 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/01/51 | &nbsp;&nbsp;&nbsp; 100 | 65715 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/60 | &nbsp;&nbsp;&nbsp; 60 | 38153 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/15/49 | &nbsp;&nbsp;&nbsp; 95 | 69707 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/01/50 | &nbsp;&nbsp;&nbsp; 90 | 65549 |
| LyondellBasell Industries NV, 4.63%, 02/26/55 | &nbsp;&nbsp;&nbsp; 91 | 70059 |
| Methanex Corp., 5.65%, 12/01/44 | &nbsp;&nbsp;&nbsp; 35 | 30719 |
| Mosaic Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/41 | &nbsp;&nbsp;&nbsp; 50 | 45507 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/15/43 | &nbsp;&nbsp;&nbsp; 50 | 48644 |
| Nutrien Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/13/50 | &nbsp;&nbsp;&nbsp; 60 | 46570 |
| &nbsp;&nbsp;&nbsp; 4.90%, 06/01/43 | &nbsp;&nbsp;&nbsp; 60 | 55059 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/01/49 | &nbsp;&nbsp;&nbsp; 25 | 22870 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/45 | &nbsp;&nbsp;&nbsp; 55 | 52408 |
| &nbsp;&nbsp;&nbsp; 5.63%, 12/01/40 | &nbsp;&nbsp;&nbsp; 41 | 41710 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/27/53 | &nbsp;&nbsp;&nbsp; 90 | 91718 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/01/36 | &nbsp;&nbsp;&nbsp; 60 | 63677 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/15/41 | &nbsp;&nbsp;&nbsp; 25 | 26451 |
| OCP SA, 5.13%, 06/23/51<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 165440 |
| Orbia Advance Corp. SAB de CV, 5.88%, 09/17/44<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 152650 |
| RPM International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/48 | &nbsp;&nbsp;&nbsp; 40 | 33453 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/45 | &nbsp;&nbsp;&nbsp; 35 | 33739 |
| Sherwin-Williams Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/52 | &nbsp;&nbsp;&nbsp; 50 | 31444 |
| &nbsp;&nbsp;&nbsp; 3.30%, 05/15/50 | &nbsp;&nbsp;&nbsp; 55 | 38247 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/49 | &nbsp;&nbsp;&nbsp; 60 | 45892 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/42 | &nbsp;&nbsp;&nbsp; 30 | 25058 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Chemicals (continued)** | **Chemicals (continued)** | **Chemicals (continued)** |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/47 | &nbsp;&nbsp;&nbsp; $125 | $108468 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/01/45 | &nbsp;&nbsp;&nbsp; 35 | 30474 |
| &nbsp;&nbsp;&nbsp; Sociedad Quimica y Minera de Chile SA, 3.50%, <br> 09/10/51<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 141944 |
| Westlake Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/41 | &nbsp;&nbsp;&nbsp; 30 | 20587 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/15/51 | &nbsp;&nbsp;&nbsp; 70 | 43174 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/47 | &nbsp;&nbsp;&nbsp; 55 | 42980 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/46 | &nbsp;&nbsp;&nbsp; 71 | 61229 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/15/55 | &nbsp;&nbsp;&nbsp; 40 | 40090 |
|  |  | 4177349 |
| **Commercial Services — 0.7%** | **Commercial Services — 0.7%** | **Commercial Services — 0.7%** |
| &nbsp;&nbsp;&nbsp; American University (The), Series 2019, 3.67%, <br> 04/01/49<br>| &nbsp;&nbsp;&nbsp; 35 | 27151 |
| Brown University, Series A, 2.92%, 09/01/50 | &nbsp;&nbsp;&nbsp; 5 | 3389 |
| &nbsp;&nbsp;&nbsp; California Endowment (The), Series 2021, 2.50%, <br> 04/01/51<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 55 | 33341 |
| California Institute of Technology |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/01/2119 | &nbsp;&nbsp;&nbsp; 10 | 6536 |
| &nbsp;&nbsp;&nbsp; 4.32%, 08/01/45 | &nbsp;&nbsp;&nbsp; 80 | 71136 |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/01/2111 | &nbsp;&nbsp;&nbsp; 65 | 54603 |
| Case Western Reserve University, 5.41%, 06/01/2122 | &nbsp;&nbsp;&nbsp; 30 | 28445 |
| DP World Ltd./United Arab Emirates |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/25/48<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 199081 |
| &nbsp;&nbsp;&nbsp; 6.85%, 07/02/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 228746 |
| Duke University |  |  |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.68%, 10/01/44 | &nbsp;&nbsp;&nbsp; 80 | 59571 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.76%, 10/01/50 | &nbsp;&nbsp;&nbsp; 45 | 29613 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.83%, 10/01/55 | &nbsp;&nbsp;&nbsp; 70 | 45044 |
| Emory University, Series 2020, 2.97%, 09/01/50 | &nbsp;&nbsp;&nbsp; 45 | 30555 |
| ERAC USA Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/01/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 46467 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 44322 |
| &nbsp;&nbsp;&nbsp; 5.40%, 05/01/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 83677 |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/15/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35971 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/15/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 175564 |
| Ford Foundation (The), Series 2020, 2.42%, 06/01/50 | &nbsp;&nbsp;&nbsp; 50 | 30900 |
| George Washington University (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.87%, 09/15/45 | &nbsp;&nbsp;&nbsp; 75 | 70356 |
| &nbsp;&nbsp;&nbsp; Series 2014, 4.30%, 09/15/44 | &nbsp;&nbsp;&nbsp; 70 | 61148 |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.13%, 09/15/48 | &nbsp;&nbsp;&nbsp; 40 | 33299 |
| Georgetown University (The) |  |  |
| &nbsp;&nbsp;&nbsp; Series 20A, 2.94%, 04/01/50 | &nbsp;&nbsp;&nbsp; 55 | 36416 |
| &nbsp;&nbsp;&nbsp; Series A, 5.22%, 10/01/2118 | &nbsp;&nbsp;&nbsp; 10 | 9068 |
| &nbsp;&nbsp;&nbsp; Series B, 4.32%, 04/01/49 | &nbsp;&nbsp;&nbsp; 61 | 51758 |
| Global Payments Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/15/49 | &nbsp;&nbsp;&nbsp; 65 | 48735 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/52<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 57626 |
| Howard University, 5.21%, 10/01/52 | &nbsp;&nbsp;&nbsp; 20 | 17490 |
| Johns Hopkins University |  |  |
| &nbsp;&nbsp;&nbsp; Series 2013, 4.08%, 07/01/53 | &nbsp;&nbsp;&nbsp; 60 | 49577 |
| &nbsp;&nbsp;&nbsp; Series A, 2.81%, 01/01/60 | &nbsp;&nbsp;&nbsp; 40 | 23795 |
| Leland Stanford Junior University (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.41%, 06/01/50 | &nbsp;&nbsp;&nbsp; 40 | 24603 |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/01/48 | &nbsp;&nbsp;&nbsp; 125 | 100582 |
| Massachusetts Institute of Technology |  |  |
| &nbsp;&nbsp;&nbsp; 3.07%, 04/01/52 | &nbsp;&nbsp;&nbsp; 50 | 34660 |
| &nbsp;&nbsp;&nbsp; 3.89%, 07/01/2116 | &nbsp;&nbsp;&nbsp; 15 | 10758 |
| &nbsp;&nbsp;&nbsp; 3.96%, 07/01/38 | &nbsp;&nbsp;&nbsp; 30 | 28043 |
| &nbsp;&nbsp;&nbsp; 4.68%, 07/01/2114 | &nbsp;&nbsp;&nbsp; 30 | 25715 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/01/2111 | &nbsp;&nbsp;&nbsp; 65 | 66141 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Commercial Services (continued)** | **Commercial Services (continued)** | **Commercial Services (continued)** |
| &nbsp;&nbsp;&nbsp; Series F, 2.99%, 07/01/50 | &nbsp;&nbsp;&nbsp; $80 | $55559 |
| &nbsp;&nbsp;&nbsp; Series G, 2.29%, 07/01/51<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 32122 |
| Moody's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/19/41 | &nbsp;&nbsp;&nbsp; 50 | 36385 |
| &nbsp;&nbsp;&nbsp; 3.10%, 11/29/61 | &nbsp;&nbsp;&nbsp; 35 | 22193 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/20/50 | &nbsp;&nbsp;&nbsp; 20 | 13830 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/25/52 | &nbsp;&nbsp;&nbsp; 60 | 45455 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/17/48 | &nbsp;&nbsp;&nbsp; 25 | 22654 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/44 | &nbsp;&nbsp;&nbsp; 56 | 54147 |
| &nbsp;&nbsp;&nbsp; Northeastern University, Series 2020, 2.89%, <br> 10/01/50<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 30 | 20655 |
| Northwestern University |  |  |
| &nbsp;&nbsp;&nbsp; 4.64%, 12/01/44 | &nbsp;&nbsp;&nbsp; 90 | 87008 |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.66%, 12/01/57 | &nbsp;&nbsp;&nbsp; 30 | 22280 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.64%, 12/01/50 | &nbsp;&nbsp;&nbsp; 50 | 32080 |
| PayPal Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/50 | &nbsp;&nbsp;&nbsp; 95 | 66105 |
| &nbsp;&nbsp;&nbsp; 5.05%, 06/01/52 | &nbsp;&nbsp;&nbsp; 95 | 88271 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/62 | &nbsp;&nbsp;&nbsp; 30 | 28075 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/54 | &nbsp;&nbsp;&nbsp; 40 | 39526 |
| President and Fellows of Harvard College |  |  |
| &nbsp;&nbsp;&nbsp; 2.52%, 10/15/50 | &nbsp;&nbsp;&nbsp; 70 | 43400 |
| &nbsp;&nbsp;&nbsp; 3.15%, 07/15/46 | &nbsp;&nbsp;&nbsp; 55 | 41101 |
| &nbsp;&nbsp;&nbsp; 3.30%, 07/15/56 | &nbsp;&nbsp;&nbsp; 55 | 38907 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/52 | &nbsp;&nbsp;&nbsp; 5 | 3944 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/15/40 | &nbsp;&nbsp;&nbsp; 80 | 80489 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/15/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 34806 |
| Quanta Services Inc., 3.05%, 10/01/41 | &nbsp;&nbsp;&nbsp; 55 | 41218 |
| &nbsp;&nbsp;&nbsp; Rockefeller Foundation (The), Series 2020, 2.49%, <br> 10/01/50<br>| &nbsp;&nbsp;&nbsp; 90 | 55942 |
| S&P Global Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.30%, 08/15/60 | &nbsp;&nbsp;&nbsp; 40 | 20787 |
| &nbsp;&nbsp;&nbsp; 3.25%, 12/01/49 | &nbsp;&nbsp;&nbsp; 51 | 36613 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/52 | &nbsp;&nbsp;&nbsp; 90 | 69456 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/62 | &nbsp;&nbsp;&nbsp; 45 | 34484 |
| Thomas Jefferson University, 3.85%, 11/01/57 | &nbsp;&nbsp;&nbsp; 30 | 21549 |
| TR Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 11/23/43 | &nbsp;&nbsp;&nbsp; 25 | 25341 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/15/40 | &nbsp;&nbsp;&nbsp; 20 | 21072 |
| Transurban Finance Co. Pty Ltd., 4.92%, 03/24/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50094 |
| Trustees of Boston College, 3.13%, 07/01/52 | &nbsp;&nbsp;&nbsp; 45 | 31713 |
| Trustees of Princeton University (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/52 | &nbsp;&nbsp;&nbsp; 5 | 4288 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/39 | &nbsp;&nbsp;&nbsp; 60 | 65591 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.52%, 07/01/50 | &nbsp;&nbsp;&nbsp; 110 | 69616 |
| Trustees of the University of Pennsylvania (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.61%, 02/15/2119 | &nbsp;&nbsp;&nbsp; 35 | 22911 |
| &nbsp;&nbsp;&nbsp; 4.67%, 09/01/2112 | &nbsp;&nbsp;&nbsp; 10 | 8455 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.40%, 10/01/50 | &nbsp;&nbsp;&nbsp; 65 | 39272 |
| University of Chicago (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/01/53 | &nbsp;&nbsp;&nbsp; 100 | 80193 |
| &nbsp;&nbsp;&nbsp; Series 20B, 2.76%, 04/01/45 | &nbsp;&nbsp;&nbsp; 25 | 20030 |
| &nbsp;&nbsp;&nbsp; Series C, 2.55%, 04/01/50 | &nbsp;&nbsp;&nbsp; 25 | 16468 |
| University of Miami, 4.06%, 04/01/52 | &nbsp;&nbsp;&nbsp; 5 | 4096 |
| University of Notre Dame du Lac |  |  |
| &nbsp;&nbsp;&nbsp; Series 2015, 3.44%, 02/15/45 | &nbsp;&nbsp;&nbsp; 75 | 59336 |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.39%, 02/15/48 | &nbsp;&nbsp;&nbsp; 71 | 54265 |
| University of Southern California |  |  |
| &nbsp;&nbsp;&nbsp; 2.81%, 10/01/50 | &nbsp;&nbsp;&nbsp; 50 | 32471 |
| &nbsp;&nbsp;&nbsp; 3.03%, 10/01/39 | &nbsp;&nbsp;&nbsp; 85 | 71379 |
| &nbsp;&nbsp;&nbsp; 4.98%, 10/01/53 | &nbsp;&nbsp;&nbsp; 5 | 4744 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD 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; 5.25%, 10/01/2111 | &nbsp;&nbsp;&nbsp; $30 | $28973 |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.84%, 10/01/47 | &nbsp;&nbsp;&nbsp; 105 | 85835 |
| &nbsp;&nbsp;&nbsp; Series 21A, 2.95%, 10/01/51 | &nbsp;&nbsp;&nbsp; 35 | 23483 |
| &nbsp;&nbsp;&nbsp; Series A, 3.23%, 10/01/2120 | &nbsp;&nbsp;&nbsp; 10 | 5968 |
| Verisk Analytics Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/50 | &nbsp;&nbsp;&nbsp; 30 | 21986 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/36 | &nbsp;&nbsp;&nbsp; 50 | 50693 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/45 | &nbsp;&nbsp;&nbsp; 30 | 29739 |
| Washington University (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.52%, 04/15/54 | &nbsp;&nbsp;&nbsp; 35 | 26031 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/2122 | &nbsp;&nbsp;&nbsp; 5 | 3890 |
| William Marsh Rice University, 3.57%, 05/15/45 | &nbsp;&nbsp;&nbsp; 100 | 80933 |
| WK Kellogg Foundation Trust, 2.44%, 10/01/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 3036 |
| Yale University, Series 2020, 2.40%, 04/15/50 | &nbsp;&nbsp;&nbsp; 43 | 26457 |
|  |  | 4241282 |
| **Computers — 0.9%** | **Computers — 0.9%** | **Computers — 0.9%** |
| Apple Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 02/08/41 | &nbsp;&nbsp;&nbsp; 190 | 138088 |
| &nbsp;&nbsp;&nbsp; 2.40%, 08/20/50 | &nbsp;&nbsp;&nbsp; 130 | 79441 |
| &nbsp;&nbsp;&nbsp; 2.55%, 08/20/60 | &nbsp;&nbsp;&nbsp; 145 | 83964 |
| &nbsp;&nbsp;&nbsp; 2.65%, 05/11/50 | &nbsp;&nbsp;&nbsp; 183 | 117952 |
| &nbsp;&nbsp;&nbsp; 2.65%, 02/08/51 | &nbsp;&nbsp;&nbsp; 315 | 201198 |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/05/51 | &nbsp;&nbsp;&nbsp; 210 | 134405 |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/08/61 | &nbsp;&nbsp;&nbsp; 130 | 78885 |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/05/61 | &nbsp;&nbsp;&nbsp; 140 | 85322 |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/11/49 | &nbsp;&nbsp;&nbsp; 125 | 86139 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/09/45 | &nbsp;&nbsp;&nbsp; 225 | 179136 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/12/47 | &nbsp;&nbsp;&nbsp; 135 | 109133 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/13/47 | &nbsp;&nbsp;&nbsp; 135 | 109333 |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/04/43 | &nbsp;&nbsp;&nbsp; 250 | 214697 |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/04/46 | &nbsp;&nbsp;&nbsp; 230 | 190459 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/08/52 | &nbsp;&nbsp;&nbsp; 210 | 170688 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/08/62 | &nbsp;&nbsp;&nbsp; 75 | 60616 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/09/47 | &nbsp;&nbsp;&nbsp; 120 | 105222 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/13/45 | &nbsp;&nbsp;&nbsp; 230 | 208901 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/06/44 | &nbsp;&nbsp;&nbsp; 115 | 107380 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/23/36 | &nbsp;&nbsp;&nbsp; 110 | 112357 |
| &nbsp;&nbsp;&nbsp; 4.65%, 02/23/46 | &nbsp;&nbsp;&nbsp; 260 | 243801 |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/10/53<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 155 | 150014 |
| Crane NXT Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 | &nbsp;&nbsp;&nbsp; 40 | 26269 |
| &nbsp;&nbsp;&nbsp; 6.55%, 11/15/36 | &nbsp;&nbsp;&nbsp; 22 | 23744 |
| Dell Inc., 6.50%, 04/15/38 | &nbsp;&nbsp;&nbsp; 35 | 38001 |
| Dell International LLC/EMC Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 12/15/41 | &nbsp;&nbsp;&nbsp; 90 | 69322 |
| &nbsp;&nbsp;&nbsp; 3.45%, 12/15/51 | &nbsp;&nbsp;&nbsp; 60 | 41827 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/36 | &nbsp;&nbsp;&nbsp; 75 | 74954 |
| &nbsp;&nbsp;&nbsp; 8.10%, 07/15/36 | &nbsp;&nbsp;&nbsp; 79 | 96272 |
| &nbsp;&nbsp;&nbsp; 8.35%, 07/15/46 | &nbsp;&nbsp;&nbsp; 65 | 83661 |
| Hewlett Packard Enterprise Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/54 | &nbsp;&nbsp;&nbsp; 140 | 130886 |
| &nbsp;&nbsp;&nbsp; 6.35%, 10/15/45 | &nbsp;&nbsp;&nbsp; 135 | 139570 |
| HP Inc., 6.00%, 09/15/41<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 95 | 97446 |
| IBM International Capital Pte Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/05/44 | &nbsp;&nbsp;&nbsp; 120 | 118020 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/05/54 | &nbsp;&nbsp;&nbsp; 155 | 147867 |
| International Business Machines Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 05/15/40 | &nbsp;&nbsp;&nbsp; 140 | 106718 |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/15/50 | &nbsp;&nbsp;&nbsp; 125 | 81701 |
| &nbsp;&nbsp;&nbsp; 3.43%, 02/09/52 | &nbsp;&nbsp;&nbsp; 105 | 73992 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/20/42 | &nbsp;&nbsp;&nbsp; 145 | 123900 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Computers (continued)** | **Computers (continued)** | **Computers (continued)** |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/39 | &nbsp;&nbsp;&nbsp; $185 | $167280 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/49 | &nbsp;&nbsp;&nbsp; 165 | 136389 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/19/46 | &nbsp;&nbsp;&nbsp; 100 | 89841 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/27/52 | &nbsp;&nbsp;&nbsp; 100 | 90284 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/30/39 | &nbsp;&nbsp;&nbsp; 30 | 31516 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/10/55 | &nbsp;&nbsp;&nbsp; 100 | 101098 |
| &nbsp;&nbsp;&nbsp; 7.13%, 12/01/96 | &nbsp;&nbsp;&nbsp; 25 | 30085 |
| Kyndryl Holdings Inc., 4.10%, 10/15/41 | &nbsp;&nbsp;&nbsp; 40 | 31792 |
|  |  | 5119566 |
| **Cosmetics & Personal Care — 0.2%** | **Cosmetics & Personal Care — 0.2%** | **Cosmetics & Personal Care — 0.2%** |
| Colgate-Palmolive Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/01/47 | &nbsp;&nbsp;&nbsp; 45 | 36228 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/45 | &nbsp;&nbsp;&nbsp; 60 | 51668 |
| Estee Lauder Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/01/49 | &nbsp;&nbsp;&nbsp; 90 | 60548 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/47 | &nbsp;&nbsp;&nbsp; 55 | 44746 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/15/45 | &nbsp;&nbsp;&nbsp; 45 | 38328 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/53 | &nbsp;&nbsp;&nbsp; 35 | 32823 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/15/37 | &nbsp;&nbsp;&nbsp; 50 | 54637 |
| Haleon U.S. Capital LLC, 4.00%, 03/24/52 | &nbsp;&nbsp;&nbsp; 100 | 80153 |
| Kenvue Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/22/53<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 139342 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/22/43 | &nbsp;&nbsp;&nbsp; 75 | 72680 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/22/63 | &nbsp;&nbsp;&nbsp; 70 | 64782 |
| Perrigo Finance Unlimited Co., 4.90%, 12/15/44 | &nbsp;&nbsp;&nbsp; 35 | 27844 |
| Procter & Gamble Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/25/47 | &nbsp;&nbsp;&nbsp; 45 | 35051 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/25/40 | &nbsp;&nbsp;&nbsp; 50 | 43594 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/25/50 | &nbsp;&nbsp;&nbsp; 50 | 38936 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/05/37 | &nbsp;&nbsp;&nbsp; 100 | 109397 |
| Unilever Capital Corp., Series 30Y, 2.63%, 08/12/51 | &nbsp;&nbsp;&nbsp; 80 | 50304 |
|  |  | 981061 |
| **Distribution & Wholesale — 0.0%** | **Distribution & Wholesale — 0.0%** | **Distribution & Wholesale — 0.0%** |
| WW Grainger Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | &nbsp;&nbsp;&nbsp; 50 | 40430 |
| &nbsp;&nbsp;&nbsp; 4.20%, 05/15/47 | &nbsp;&nbsp;&nbsp; 40 | 34063 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/15/45 | &nbsp;&nbsp;&nbsp; 110 | 100822 |
|  |  | 175315 |
| **Diversified Financial Services — 0.6%** | **Diversified Financial Services — 0.6%** | **Diversified Financial Services — 0.6%** |
| &nbsp;&nbsp;&nbsp; AerCap Ireland Capital DAC/AerCap Global Aviation <br> Trust, 3.85%, 10/29/41<br>| &nbsp;&nbsp;&nbsp; 170 | 140106 |
| American Express Co., 4.05%, 12/03/42 | &nbsp;&nbsp;&nbsp; 122 | 105827 |
| Apollo Global Management Inc., 5.80%, 05/21/54 | &nbsp;&nbsp;&nbsp; 75 | 74251 |
| Ares Finance Co. IV LLC, 3.65%, 02/01/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 14086 |
| Ares Management Corp., 5.60%, 10/11/54 | &nbsp;&nbsp;&nbsp; 105 | 99684 |
| Blackstone Holdings Finance Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/30/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 34405 |
| &nbsp;&nbsp;&nbsp; 2.85%, 08/05/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 47266 |
| &nbsp;&nbsp;&nbsp; 3.20%, 01/30/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 37400 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/10/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 14438 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/02/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 47769 |
| &nbsp;&nbsp;&nbsp; 4.45%, 07/15/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 39204 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 56487 |
| Blue Owl Finance LLC, 4.13%, 10/07/51 | &nbsp;&nbsp;&nbsp; 25 | 17415 |
| Brookfield Asset Management Ltd., 6.08%, 09/15/55 | &nbsp;&nbsp;&nbsp; 60 | 61771 |
| Brookfield Finance Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/30/51 | &nbsp;&nbsp;&nbsp; 70 | 49050 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/15/52 | &nbsp;&nbsp;&nbsp; 45 | 32054 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/20/47 | &nbsp;&nbsp;&nbsp; 113 | 97707 |
| &nbsp;&nbsp;&nbsp; 5.97%, 03/04/54 | &nbsp;&nbsp;&nbsp; 100 | 101966 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD 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; Brookfield Finance LLC/Brookfield Finance Inc., <br> 3.45%, 04/15/50<br>| &nbsp;&nbsp;&nbsp; $80 | $55579 |
| CI Financial Corp., 4.10%, 06/15/51 | &nbsp;&nbsp;&nbsp; 5 | 3539 |
| CME Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/15/48 | &nbsp;&nbsp;&nbsp; 60 | 51322 |
| &nbsp;&nbsp;&nbsp; 5.30%, 09/15/43 | &nbsp;&nbsp;&nbsp; 102 | 103632 |
| FMR LLC, 6.45%, 11/15/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5582 |
| Franklin Resources Inc., 2.95%, 08/12/51 | &nbsp;&nbsp;&nbsp; 30 | 19210 |
| Intercontinental Exchange Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/15/40 | &nbsp;&nbsp;&nbsp; 40 | 30036 |
| &nbsp;&nbsp;&nbsp; 3.00%, 06/15/50 | &nbsp;&nbsp;&nbsp; 187 | 125176 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/60 | &nbsp;&nbsp;&nbsp; 125 | 76637 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/21/48 | &nbsp;&nbsp;&nbsp; 90 | 76035 |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/15/52 | &nbsp;&nbsp;&nbsp; 175 | 162575 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/15/62 | &nbsp;&nbsp;&nbsp; 120 | 112885 |
| Invesco Finance PLC, 5.38%, 11/30/43 | &nbsp;&nbsp;&nbsp; 30 | 29597 |
| Jefferies Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.25%, 01/15/36 | &nbsp;&nbsp;&nbsp; 40 | 42479 |
| &nbsp;&nbsp;&nbsp; 6.50%, 01/20/43 | &nbsp;&nbsp;&nbsp; 25 | 26321 |
| KKR Group Finance Co. II LLC, 5.50%, 02/01/43<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 64108 |
| Legg Mason Inc., 5.63%, 01/15/44 | &nbsp;&nbsp;&nbsp; 85 | 85334 |
| Mastercard Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/15/51 | &nbsp;&nbsp;&nbsp; 60 | 40266 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/01/49 | &nbsp;&nbsp;&nbsp; 95 | 73814 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/21/46 | &nbsp;&nbsp;&nbsp; 55 | 44962 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/26/50 | &nbsp;&nbsp;&nbsp; 155 | 124239 |
| &nbsp;&nbsp;&nbsp; 3.95%, 02/26/48 | &nbsp;&nbsp;&nbsp; 35 | 28895 |
| Nasdaq Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 12/21/40 | &nbsp;&nbsp;&nbsp; 85 | 61021 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/28/50 | &nbsp;&nbsp;&nbsp; 60 | 41926 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/07/52 | &nbsp;&nbsp;&nbsp; 40 | 30831 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/53 | &nbsp;&nbsp;&nbsp; 80 | 83546 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/28/63 | &nbsp;&nbsp;&nbsp; 40 | 41977 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman Group LLC/Neuberger Berman <br> Finance Corp., 4.88%, 04/15/45<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 60 | 52484 |
| Raymond James Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/51 | &nbsp;&nbsp;&nbsp; 85 | 63737 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/15/46 | &nbsp;&nbsp;&nbsp; 90 | 83116 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/11/55 | &nbsp;&nbsp;&nbsp; 10 | 9886 |
| Visa Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/50 | &nbsp;&nbsp;&nbsp; 160 | 88585 |
| &nbsp;&nbsp;&nbsp; 2.70%, 04/15/40 | &nbsp;&nbsp;&nbsp; 97 | 75334 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/47 | &nbsp;&nbsp;&nbsp; 60 | 47576 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/14/35 | &nbsp;&nbsp;&nbsp; 135 | 131599 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/14/45 | &nbsp;&nbsp;&nbsp; 320 | 283392 |
| Voya Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/46 | &nbsp;&nbsp;&nbsp; 35 | 31494 |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/15/43 | &nbsp;&nbsp;&nbsp; 45 | 45460 |
| Western Union Co. (The), 6.20%, 11/17/36<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31505 |
|  |  | 3656578 |
| **Electric — 5.7%** | **Electric — 5.7%** | **Electric — 5.7%** |
| Abu Dhabi National Energy Co. PJSC |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/03/49<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 164378 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/27/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 115004 |
| Adani Transmission Step-One Ltd., 4.25%, 05/21/36<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 133 | 119553 |
| AEP Texas Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/15/51 | &nbsp;&nbsp;&nbsp; 60 | 41304 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/47 | &nbsp;&nbsp;&nbsp; 50 | 37418 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/52 | &nbsp;&nbsp;&nbsp; 60 | 55772 |
| &nbsp;&nbsp;&nbsp; 5.85%, 10/15/55 | &nbsp;&nbsp;&nbsp; 25 | 24891 |
| &nbsp;&nbsp;&nbsp; Series G, 4.15%, 05/01/49 | &nbsp;&nbsp;&nbsp; 30 | 23511 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; Series H, 3.45%, 01/15/50 | &nbsp;&nbsp;&nbsp; $50 | $34771 |
| AEP Transmission Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 09/15/49 | &nbsp;&nbsp;&nbsp; 5 | 3448 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/47 | &nbsp;&nbsp;&nbsp; 62 | 48239 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/15/49 | &nbsp;&nbsp;&nbsp; 25 | 19244 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/46 | &nbsp;&nbsp;&nbsp; 15 | 12252 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/48 | &nbsp;&nbsp;&nbsp; 20 | 16673 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/52 | &nbsp;&nbsp;&nbsp; 35 | 30215 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/53 | &nbsp;&nbsp;&nbsp; 45 | 44570 |
| &nbsp;&nbsp;&nbsp; Series M, 3.65%, 04/01/50 | &nbsp;&nbsp;&nbsp; 55 | 41550 |
| &nbsp;&nbsp;&nbsp; Series N, 2.75%, 08/15/51 | &nbsp;&nbsp;&nbsp; 35 | 22035 |
| Alabama Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/15/52 | &nbsp;&nbsp;&nbsp; 50 | 33087 |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/15/51 | &nbsp;&nbsp;&nbsp; 55 | 37153 |
| &nbsp;&nbsp;&nbsp; 3.45%, 10/01/49 | &nbsp;&nbsp;&nbsp; 85 | 61896 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/01/45 | &nbsp;&nbsp;&nbsp; 85 | 67830 |
| &nbsp;&nbsp;&nbsp; 4.15%, 08/15/44 | &nbsp;&nbsp;&nbsp; 30 | 25518 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/02/46 | &nbsp;&nbsp;&nbsp; 30 | 25749 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/39 | &nbsp;&nbsp;&nbsp; 40 | 43526 |
| &nbsp;&nbsp;&nbsp; Series A, 4.30%, 07/15/48 | &nbsp;&nbsp;&nbsp; 27 | 22913 |
| &nbsp;&nbsp;&nbsp; Series B, 3.70%, 12/01/47 | &nbsp;&nbsp;&nbsp; 45 | 34838 |
| Alfa Desarrollo SpA, 4.55%, 09/27/51<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 197 | 161019 |
| Ameren Illinois Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/51 | &nbsp;&nbsp;&nbsp; 55 | 35708 |
| &nbsp;&nbsp;&nbsp; 3.25%, 03/15/50 | &nbsp;&nbsp;&nbsp; 25 | 17570 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 | &nbsp;&nbsp;&nbsp; 65 | 50510 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/46 | &nbsp;&nbsp;&nbsp; 50 | 42124 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 | &nbsp;&nbsp;&nbsp; 25 | 21633 |
| &nbsp;&nbsp;&nbsp; 5.55%, 07/01/54 | &nbsp;&nbsp;&nbsp; 75 | 75563 |
| &nbsp;&nbsp;&nbsp; 5.63%, 03/01/55 | &nbsp;&nbsp;&nbsp; 100 | 102209 |
| &nbsp;&nbsp;&nbsp; 5.90%, 12/01/52 | &nbsp;&nbsp;&nbsp; 35 | 36925 |
| American Electric Power Co. Inc., 3.25%, 03/01/50 | &nbsp;&nbsp;&nbsp; 55 | 36965 |
| &nbsp;&nbsp;&nbsp; American Transmission Systems Inc., 5.00%, <br> 09/01/44<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 25 | 23674 |
| Appalachian Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/44 | &nbsp;&nbsp;&nbsp; 60 | 51107 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/01/45 | &nbsp;&nbsp;&nbsp; 30 | 25596 |
| &nbsp;&nbsp;&nbsp; 7.00%, 04/01/38 | &nbsp;&nbsp;&nbsp; 46 | 52858 |
| &nbsp;&nbsp;&nbsp; Series Y, 4.50%, 03/01/49 | &nbsp;&nbsp;&nbsp; 55 | 46115 |
| &nbsp;&nbsp;&nbsp; Series Z, 3.70%, 05/01/50 | &nbsp;&nbsp;&nbsp; 75 | 55215 |
| Arizona Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/15/50 | &nbsp;&nbsp;&nbsp; 30 | 18404 |
| &nbsp;&nbsp;&nbsp; 3.35%, 05/15/50 | &nbsp;&nbsp;&nbsp; 60 | 42000 |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/49 | &nbsp;&nbsp;&nbsp; 30 | 21639 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | &nbsp;&nbsp;&nbsp; 35 | 27098 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/48 | &nbsp;&nbsp;&nbsp; 30 | 24643 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/49 | &nbsp;&nbsp;&nbsp; 35 | 28693 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/15/45 | &nbsp;&nbsp;&nbsp; 30 | 25498 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/42 | &nbsp;&nbsp;&nbsp; 31 | 27548 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/01/41 | &nbsp;&nbsp;&nbsp; 30 | 28897 |
| &nbsp;&nbsp;&nbsp; 5.90%, 08/15/55 | &nbsp;&nbsp;&nbsp; 45 | 46327 |
| Avista Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/52 | &nbsp;&nbsp;&nbsp; 25 | 19576 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/01/48 | &nbsp;&nbsp;&nbsp; 5 | 4198 |
| Baltimore Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/50 | &nbsp;&nbsp;&nbsp; 45 | 29393 |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/15/49 | &nbsp;&nbsp;&nbsp; 25 | 17352 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/46 | &nbsp;&nbsp;&nbsp; 25 | 18854 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/47 | &nbsp;&nbsp;&nbsp; 35 | 27450 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/48 | &nbsp;&nbsp;&nbsp; 10 | 8366 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/01/52 | &nbsp;&nbsp;&nbsp; 75 | 64883 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD 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; 5.40%, 06/01/53 | &nbsp;&nbsp;&nbsp; $45 | $44203 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/54 | &nbsp;&nbsp;&nbsp; 50 | 50737 |
| &nbsp;&nbsp;&nbsp; 6.35%, 10/01/36 | &nbsp;&nbsp;&nbsp; 45 | 50622 |
| Basin Electric Power Cooperative, 5.85%, 10/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 74978 |
| Berkshire Hathaway Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 05/15/51 | &nbsp;&nbsp;&nbsp; 185 | 117318 |
| &nbsp;&nbsp;&nbsp; 3.80%, 07/15/48 | &nbsp;&nbsp;&nbsp; 65 | 49909 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/15/50 | &nbsp;&nbsp;&nbsp; 70 | 57027 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/49 | &nbsp;&nbsp;&nbsp; 78 | 65884 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/01/45 | &nbsp;&nbsp;&nbsp; 98 | 85947 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/01/53 | &nbsp;&nbsp;&nbsp; 75 | 64337 |
| &nbsp;&nbsp;&nbsp; 5.15%, 11/15/43 | &nbsp;&nbsp;&nbsp; 35 | 34078 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/15/37 | &nbsp;&nbsp;&nbsp; 70 | 76030 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/36 | &nbsp;&nbsp;&nbsp; 156 | 170585 |
| CenterPoint Energy Houston Electric LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 08/01/42 | &nbsp;&nbsp;&nbsp; 50 | 40331 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/01/52 | &nbsp;&nbsp;&nbsp; 45 | 33578 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/48 | &nbsp;&nbsp;&nbsp; 45 | 36410 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/44 | &nbsp;&nbsp;&nbsp; 54 | 48090 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/53 | &nbsp;&nbsp;&nbsp; 25 | 24410 |
| &nbsp;&nbsp;&nbsp; Series AD, 2.90%, 07/01/50 | &nbsp;&nbsp;&nbsp; 15 | 9924 |
| &nbsp;&nbsp;&nbsp; Series AF, 3.35%, 04/01/51 | &nbsp;&nbsp;&nbsp; 50 | 35861 |
| &nbsp;&nbsp;&nbsp; Series AJ, 4.85%, 10/01/52 | &nbsp;&nbsp;&nbsp; 30 | 27673 |
| &nbsp;&nbsp;&nbsp; Cleveland Electric Illuminating Co. (The), 5.95%, <br> 12/15/36<br>| &nbsp;&nbsp;&nbsp; 23 | 24465 |
| CMS Energy Corp., 4.88%, 03/01/44 | &nbsp;&nbsp;&nbsp; 50 | 45085 |
| Comision Federal de Electricidad, 4.68%, 02/09/51<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 150862 |
| Commonwealth Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/50 | &nbsp;&nbsp;&nbsp; 80 | 53341 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/15/46 | &nbsp;&nbsp;&nbsp; 60 | 46799 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/45 | &nbsp;&nbsp;&nbsp; 35 | 27803 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/48 | &nbsp;&nbsp;&nbsp; 110 | 89282 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/49 | &nbsp;&nbsp;&nbsp; 70 | 55922 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/15/45 | &nbsp;&nbsp;&nbsp; 60 | 51780 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/44 | &nbsp;&nbsp;&nbsp; 55 | 50336 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/53 | &nbsp;&nbsp;&nbsp; 20 | 19342 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/36 | &nbsp;&nbsp;&nbsp; 60 | 65309 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/01/55 | &nbsp;&nbsp;&nbsp; 70 | 74258 |
| &nbsp;&nbsp;&nbsp; 6.45%, 01/15/38 | &nbsp;&nbsp;&nbsp; 40 | 45143 |
| &nbsp;&nbsp;&nbsp; Series 123, 3.75%, 08/15/47 | &nbsp;&nbsp;&nbsp; 95 | 73998 |
| &nbsp;&nbsp;&nbsp; Series 127, 3.20%, 11/15/49 | &nbsp;&nbsp;&nbsp; 45 | 31115 |
| &nbsp;&nbsp;&nbsp; Series 130, 3.13%, 03/15/51 | &nbsp;&nbsp;&nbsp; 50 | 33948 |
| &nbsp;&nbsp;&nbsp; Series 131, 2.75%, 09/01/51 | &nbsp;&nbsp;&nbsp; 65 | 40995 |
| &nbsp;&nbsp;&nbsp; Series 133, 3.85%, 03/15/52 | &nbsp;&nbsp;&nbsp; 60 | 46221 |
| Connecticut Light and Power Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/48 | &nbsp;&nbsp;&nbsp; 85 | 68998 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/15/44 | &nbsp;&nbsp;&nbsp; 30 | 26307 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/53 | &nbsp;&nbsp;&nbsp; 45 | 43322 |
| &nbsp;&nbsp;&nbsp; Series A, 4.15%, 06/01/45 | &nbsp;&nbsp;&nbsp; 50 | 42064 |
| Consolidated Edison Co. of New York Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 12/01/51 | &nbsp;&nbsp;&nbsp; 30 | 20379 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/15/61 | &nbsp;&nbsp;&nbsp; 60 | 42154 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/59 | &nbsp;&nbsp;&nbsp; 60 | 42801 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/15/46 | &nbsp;&nbsp;&nbsp; 100 | 80159 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/43 | &nbsp;&nbsp;&nbsp; 115 | 96520 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/44 | &nbsp;&nbsp;&nbsp; 115 | 101818 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/01/45 | &nbsp;&nbsp;&nbsp; 100 | 88164 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/58 | &nbsp;&nbsp;&nbsp; 70 | 58455 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/54 | &nbsp;&nbsp;&nbsp; 85 | 73102 |
| &nbsp;&nbsp;&nbsp; 5.70%, 06/15/40 | &nbsp;&nbsp;&nbsp; 20 | 20890 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/54 | &nbsp;&nbsp;&nbsp; 80 | 81515 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/55 | &nbsp;&nbsp;&nbsp; $35 | $35855 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/53 | &nbsp;&nbsp;&nbsp; 130 | 135609 |
| &nbsp;&nbsp;&nbsp; 6.15%, 11/15/52 | &nbsp;&nbsp;&nbsp; 100 | 107297 |
| &nbsp;&nbsp;&nbsp; Series 06-A, 5.85%, 03/15/36 | &nbsp;&nbsp;&nbsp; 65 | 70015 |
| &nbsp;&nbsp;&nbsp; Series 07-A, 6.30%, 08/15/37 | &nbsp;&nbsp;&nbsp; 15 | 16786 |
| &nbsp;&nbsp;&nbsp; Series 08-B, 6.75%, 04/01/38 | &nbsp;&nbsp;&nbsp; 40 | 46280 |
| &nbsp;&nbsp;&nbsp; Series 12-A, 4.20%, 03/15/42 | &nbsp;&nbsp;&nbsp; 65 | 56657 |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.88%, 06/15/47 | &nbsp;&nbsp;&nbsp; 80 | 63381 |
| &nbsp;&nbsp;&nbsp; Series 20B, 3.95%, 04/01/50 | &nbsp;&nbsp;&nbsp; 75 | 59871 |
| &nbsp;&nbsp;&nbsp; Series A, 4.13%, 05/15/49 | &nbsp;&nbsp;&nbsp; 100 | 81157 |
| &nbsp;&nbsp;&nbsp; Series C, 3.00%, 12/01/60 | &nbsp;&nbsp;&nbsp; 65 | 39480 |
| &nbsp;&nbsp;&nbsp; Series C, 4.00%, 11/15/57 | &nbsp;&nbsp;&nbsp; 40 | 30409 |
| &nbsp;&nbsp;&nbsp; Series C, 4.30%, 12/01/56 | &nbsp;&nbsp;&nbsp; 45 | 36409 |
| &nbsp;&nbsp;&nbsp; Series E, 4.65%, 12/01/48 | &nbsp;&nbsp;&nbsp; 95 | 84206 |
| Consorcio Transmantaro SA, 5.20%, 04/11/38<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198863 |
| Constellation Energy Generation LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/15/42 | &nbsp;&nbsp;&nbsp; 65 | 65993 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/01/41 | &nbsp;&nbsp;&nbsp; 25 | 25694 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/54 | &nbsp;&nbsp;&nbsp; 75 | 75279 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/01/39 | &nbsp;&nbsp;&nbsp; 88 | 96340 |
| &nbsp;&nbsp;&nbsp; 6.50%, 10/01/53 | &nbsp;&nbsp;&nbsp; 80 | 88250 |
| Consumers Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/15/52 | &nbsp;&nbsp;&nbsp; 40 | 25647 |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/15/50 | &nbsp;&nbsp;&nbsp; 91 | 62299 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/15/46 | &nbsp;&nbsp;&nbsp; 50 | 36952 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/51 | &nbsp;&nbsp;&nbsp; 95 | 70442 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/50 | &nbsp;&nbsp;&nbsp; 60 | 46359 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/15/48 | &nbsp;&nbsp;&nbsp; 85 | 70224 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/01/52 | &nbsp;&nbsp;&nbsp; 65 | 53656 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/49 | &nbsp;&nbsp;&nbsp; 60 | 51196 |
| Dayton Power & Light Co. (The), 3.95%, 06/15/49 | &nbsp;&nbsp;&nbsp; 10 | 7543 |
| Dominion Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/01/44 | &nbsp;&nbsp;&nbsp; 45 | 40235 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/15/52 | &nbsp;&nbsp;&nbsp; 45 | 39337 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/38 | &nbsp;&nbsp;&nbsp; 40 | 46160 |
| &nbsp;&nbsp;&nbsp; Series A, 4.60%, 03/15/49 | &nbsp;&nbsp;&nbsp; 25 | 21120 |
| &nbsp;&nbsp;&nbsp; Series B, 3.30%, 04/15/41 | &nbsp;&nbsp;&nbsp; 50 | 38481 |
| &nbsp;&nbsp;&nbsp; Series C, 4.05%, 09/15/42 | &nbsp;&nbsp;&nbsp; 80 | 65926 |
| &nbsp;&nbsp;&nbsp; Series C, 4.90%, 08/01/41 | &nbsp;&nbsp;&nbsp; 75 | 69969 |
| Dominion Energy South Carolina Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/15/43 | &nbsp;&nbsp;&nbsp; 65 | 59067 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/01/65 | &nbsp;&nbsp;&nbsp; 40 | 36430 |
| &nbsp;&nbsp;&nbsp; 5.45%, 02/01/41 | &nbsp;&nbsp;&nbsp; 35 | 35622 |
| &nbsp;&nbsp;&nbsp; 6.05%, 01/15/38 | &nbsp;&nbsp;&nbsp; 71 | 77307 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/53 | &nbsp;&nbsp;&nbsp; 55 | 60670 |
| DTE Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/01/50 | &nbsp;&nbsp;&nbsp; 60 | 40698 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/45 | &nbsp;&nbsp;&nbsp; 60 | 47971 |
| &nbsp;&nbsp;&nbsp; 3.70%, 06/01/46 | &nbsp;&nbsp;&nbsp; 15 | 11785 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/47 | &nbsp;&nbsp;&nbsp; 55 | 43007 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/49 | &nbsp;&nbsp;&nbsp; 75 | 60529 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/01/44 | &nbsp;&nbsp;&nbsp; 45 | 39239 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/53 | &nbsp;&nbsp;&nbsp; 25 | 24806 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/15/55 | &nbsp;&nbsp;&nbsp; 10 | 10509 |
| &nbsp;&nbsp;&nbsp; Series A, 4.00%, 04/01/43 | &nbsp;&nbsp;&nbsp; 25 | 21257 |
| &nbsp;&nbsp;&nbsp; Series A, 4.05%, 05/15/48 | &nbsp;&nbsp;&nbsp; 55 | 45395 |
| &nbsp;&nbsp;&nbsp; Series B, 3.25%, 04/01/51 | &nbsp;&nbsp;&nbsp; 50 | 35356 |
| &nbsp;&nbsp;&nbsp; Series B, 3.65%, 03/01/52 | &nbsp;&nbsp;&nbsp; 50 | 37666 |
| Duke Energy Carolinas LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/15/49 | &nbsp;&nbsp;&nbsp; 95 | 66254 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/51 | &nbsp;&nbsp;&nbsp; 70 | 50620 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD 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; 3.55%, 03/15/52 | &nbsp;&nbsp;&nbsp; $45 | $33121 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 | &nbsp;&nbsp;&nbsp; 70 | 54164 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/01/45 | &nbsp;&nbsp;&nbsp; 75 | 59894 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/46 | &nbsp;&nbsp;&nbsp; 80 | 64579 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/48 | &nbsp;&nbsp;&nbsp; 38 | 30611 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/30/42 | &nbsp;&nbsp;&nbsp; 60 | 51212 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/41 | &nbsp;&nbsp;&nbsp; 70 | 62544 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/15/40 | &nbsp;&nbsp;&nbsp; 80 | 82088 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/53 | &nbsp;&nbsp;&nbsp; 105 | 102819 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/15/54 | &nbsp;&nbsp;&nbsp; 53 | 52559 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/38 | &nbsp;&nbsp;&nbsp; 40 | 43454 |
| &nbsp;&nbsp;&nbsp; 6.05%, 04/15/38 | &nbsp;&nbsp;&nbsp; 40 | 43725 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/01/37 | &nbsp;&nbsp;&nbsp; 50 | 54594 |
| Duke Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/15/41 | &nbsp;&nbsp;&nbsp; 100 | 77884 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/15/51 | &nbsp;&nbsp;&nbsp; 65 | 46049 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/46 | &nbsp;&nbsp;&nbsp; 165 | 127159 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/47 | &nbsp;&nbsp;&nbsp; 45 | 35338 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/15/49 | &nbsp;&nbsp;&nbsp; 70 | 56212 |
| &nbsp;&nbsp;&nbsp; 4.80%, 12/15/45 | &nbsp;&nbsp;&nbsp; 25 | 22496 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/52 | &nbsp;&nbsp;&nbsp; 120 | 108278 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/55 | &nbsp;&nbsp;&nbsp; 50 | 49875 |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/15/54 | &nbsp;&nbsp;&nbsp; 50 | 50565 |
| &nbsp;&nbsp;&nbsp; 6.10%, 09/15/53 | &nbsp;&nbsp;&nbsp; 80 | 84197 |
| Duke Energy Florida LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/15/51 | &nbsp;&nbsp;&nbsp; 60 | 39386 |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/01/46 | &nbsp;&nbsp;&nbsp; 45 | 33447 |
| &nbsp;&nbsp;&nbsp; 3.85%, 11/15/42 | &nbsp;&nbsp;&nbsp; 50 | 41566 |
| &nbsp;&nbsp;&nbsp; 4.20%, 07/15/48 | &nbsp;&nbsp;&nbsp; 30 | 24839 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/01/40 | &nbsp;&nbsp;&nbsp; 20 | 20962 |
| &nbsp;&nbsp;&nbsp; 5.95%, 11/15/52 | &nbsp;&nbsp;&nbsp; 45 | 47312 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/53 | &nbsp;&nbsp;&nbsp; 80 | 87448 |
| &nbsp;&nbsp;&nbsp; 6.35%, 09/15/37 | &nbsp;&nbsp;&nbsp; 55 | 61657 |
| &nbsp;&nbsp;&nbsp; 6.40%, 06/15/38 | &nbsp;&nbsp;&nbsp; 100 | 113135 |
| Duke Energy Indiana LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 04/01/50 | &nbsp;&nbsp;&nbsp; 50 | 31748 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | &nbsp;&nbsp;&nbsp; 40 | 31592 |
| &nbsp;&nbsp;&nbsp; 5.40%, 04/01/53 | &nbsp;&nbsp;&nbsp; 65 | 63154 |
| &nbsp;&nbsp;&nbsp; 6.35%, 08/15/38 | &nbsp;&nbsp;&nbsp; 50 | 55861 |
| &nbsp;&nbsp;&nbsp; 6.45%, 04/01/39 | &nbsp;&nbsp;&nbsp; 30 | 33567 |
| &nbsp;&nbsp;&nbsp; Series WWW, 4.90%, 07/15/43 | &nbsp;&nbsp;&nbsp; 30 | 28151 |
| Duke Energy Ohio Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/54 | &nbsp;&nbsp;&nbsp; 15 | 14995 |
| &nbsp;&nbsp;&nbsp; 5.65%, 04/01/53 | &nbsp;&nbsp;&nbsp; 55 | 55353 |
| Duke Energy Progress LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 08/15/50 | &nbsp;&nbsp;&nbsp; 45 | 27041 |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/15/51 | &nbsp;&nbsp;&nbsp; 50 | 32239 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/47 | &nbsp;&nbsp;&nbsp; 35 | 26761 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/15/46 | &nbsp;&nbsp;&nbsp; 70 | 54429 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/52 | &nbsp;&nbsp;&nbsp; 25 | 19871 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/42 | &nbsp;&nbsp;&nbsp; 65 | 56226 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/43 | &nbsp;&nbsp;&nbsp; 50 | 42817 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/01/44 | &nbsp;&nbsp;&nbsp; 65 | 55126 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/45 | &nbsp;&nbsp;&nbsp; 89 | 75678 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/30/44 | &nbsp;&nbsp;&nbsp; 60 | 52447 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/53 | &nbsp;&nbsp;&nbsp; 50 | 48875 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/55 | &nbsp;&nbsp;&nbsp; 50 | 50290 |
| &nbsp;&nbsp;&nbsp; 6.30%, 04/01/38 | &nbsp;&nbsp;&nbsp; 20 | 22484 |
| E.ON International Finance BV, 6.65%, 04/30/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 67787 |
| Electricite de France SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/21/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 140 | 132254 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 4.88%, 01/22/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $140 | $126184 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/13/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 180 | 162134 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/21/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 90 | 81126 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/13/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 13426 |
| &nbsp;&nbsp;&nbsp; 5.60%, 01/27/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 101952 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/22/64<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 19802 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/22/2114<sup>(a)(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 64544 |
| &nbsp;&nbsp;&nbsp; 6.38%, 01/13/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 105 | 110754 |
| &nbsp;&nbsp;&nbsp; 6.90%, 05/23/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 130 | 145775 |
| &nbsp;&nbsp;&nbsp; 6.95%, 01/26/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 290 | 327999 |
| Emera U.S. Finance LP, 4.75%, 06/15/46 | &nbsp;&nbsp;&nbsp; 45 | 38886 |
| Enel Finance America LLC, 2.88%, 07/12/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 145233 |
| Enel Finance International NV |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/25/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 74620 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 155 | 148188 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/07/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 53031 |
| &nbsp;&nbsp;&nbsp; 6.80%, 09/15/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 113017 |
| &nbsp;&nbsp;&nbsp; 7.75%, 10/14/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 92454 |
| Entergy Arkansas LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/15/51 | &nbsp;&nbsp;&nbsp; 55 | 33421 |
| &nbsp;&nbsp;&nbsp; 3.35%, 06/15/52 | &nbsp;&nbsp;&nbsp; 45 | 31222 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/49 | &nbsp;&nbsp;&nbsp; 70 | 57482 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/54 | &nbsp;&nbsp;&nbsp; 35 | 36115 |
| Entergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/50 | &nbsp;&nbsp;&nbsp; 60 | 44253 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/15/56, (5-year CMT + 2.01%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25129 |
| Entergy Louisiana LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/15/51 | &nbsp;&nbsp;&nbsp; 65 | 41693 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/15/41 | &nbsp;&nbsp;&nbsp; 65 | 49675 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/01/48 | &nbsp;&nbsp;&nbsp; 110 | 90414 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/50 | &nbsp;&nbsp;&nbsp; 65 | 52786 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/52 | &nbsp;&nbsp;&nbsp; 65 | 57883 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/45 | &nbsp;&nbsp;&nbsp; 85 | 78898 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/54 | &nbsp;&nbsp;&nbsp; 70 | 70943 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/55 | &nbsp;&nbsp;&nbsp; 35 | 35921 |
| Entergy Mississippi LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/51 | &nbsp;&nbsp;&nbsp; 30 | 21600 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/01/49 | &nbsp;&nbsp;&nbsp; 39 | 30310 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/15/55 | &nbsp;&nbsp;&nbsp; 25 | 25709 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/01/54 | &nbsp;&nbsp;&nbsp; 45 | 46328 |
| Entergy Texas Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/30/49 | &nbsp;&nbsp;&nbsp; 45 | 32803 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/30/39 | &nbsp;&nbsp;&nbsp; 35 | 32955 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/52 | &nbsp;&nbsp;&nbsp; 45 | 40970 |
| &nbsp;&nbsp;&nbsp; 5.55%, 09/15/54 | &nbsp;&nbsp;&nbsp; 35 | 34527 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/01/53 | &nbsp;&nbsp;&nbsp; 25 | 25384 |
| Evergy Kansas Central Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/01/49 | &nbsp;&nbsp;&nbsp; 35 | 24344 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/50 | &nbsp;&nbsp;&nbsp; 10 | 7186 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/01/43 | &nbsp;&nbsp;&nbsp; 45 | 38025 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/01/42 | &nbsp;&nbsp;&nbsp; 41 | 35093 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/01/45 | &nbsp;&nbsp;&nbsp; 35 | 29637 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/53 | &nbsp;&nbsp;&nbsp; 35 | 35380 |
| Evergy Metro Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/15/47 | &nbsp;&nbsp;&nbsp; 35 | 28996 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 | &nbsp;&nbsp;&nbsp; 25 | 20801 |
| &nbsp;&nbsp;&nbsp; 5.30%, 10/01/41 | &nbsp;&nbsp;&nbsp; 40 | 39883 |
| &nbsp;&nbsp;&nbsp; Series 2019, 4.13%, 04/01/49 | &nbsp;&nbsp;&nbsp; 45 | 36401 |
| Eversource Energy, 3.45%, 01/15/50 | &nbsp;&nbsp;&nbsp; 65 | 46679 |
| Exelon Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/52 | &nbsp;&nbsp;&nbsp; 90 | 70169 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD 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; 4.45%, 04/15/46 | &nbsp;&nbsp;&nbsp; $85 | $72642 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/15/50 | &nbsp;&nbsp;&nbsp; 85 | 73940 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/15/45 | &nbsp;&nbsp;&nbsp; 50 | 46909 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/53 | &nbsp;&nbsp;&nbsp; 70 | 68921 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/55 | &nbsp;&nbsp;&nbsp; 65 | 66488 |
| &nbsp;&nbsp;&nbsp; FIEMEX Energia - Banco Actinver SA Institucion de <br> Banca Multiple, 7.25%, 01/31/41<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 198 | 207229 |
| FirstEnergy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; Series C, 3.40%, 03/01/50 | &nbsp;&nbsp;&nbsp; 80 | 56215 |
| &nbsp;&nbsp;&nbsp; Series C, 4.85%, 07/15/47 | &nbsp;&nbsp;&nbsp; 80 | 70978 |
| FirstEnergy Transmission LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/01/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 47700 |
| &nbsp;&nbsp;&nbsp; 5.45%, 07/15/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 43976 |
| Florida Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 12/04/51 | &nbsp;&nbsp;&nbsp; 65 | 42379 |
| &nbsp;&nbsp;&nbsp; 3.15%, 10/01/49 | &nbsp;&nbsp;&nbsp; 50 | 34933 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/47 | &nbsp;&nbsp;&nbsp; 60 | 46896 |
| &nbsp;&nbsp;&nbsp; 3.80%, 12/15/42 | &nbsp;&nbsp;&nbsp; 50 | 41739 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/48 | &nbsp;&nbsp;&nbsp; 120 | 97728 |
| &nbsp;&nbsp;&nbsp; 3.99%, 03/01/49 | &nbsp;&nbsp;&nbsp; 45 | 36368 |
| &nbsp;&nbsp;&nbsp; 4.05%, 06/01/42 | &nbsp;&nbsp;&nbsp; 60 | 51937 |
| &nbsp;&nbsp;&nbsp; 4.05%, 10/01/44 | &nbsp;&nbsp;&nbsp; 80 | 67198 |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/01/42 | &nbsp;&nbsp;&nbsp; 55 | 48289 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/01/48 | &nbsp;&nbsp;&nbsp; 65 | 54060 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/41 | &nbsp;&nbsp;&nbsp; 75 | 75540 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/53 | &nbsp;&nbsp;&nbsp; 95 | 93069 |
| &nbsp;&nbsp;&nbsp; 5.60%, 06/15/54 | &nbsp;&nbsp;&nbsp; 85 | 86763 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/01/37 | &nbsp;&nbsp;&nbsp; 40 | 43022 |
| &nbsp;&nbsp;&nbsp; 5.69%, 03/01/40 | &nbsp;&nbsp;&nbsp; 55 | 58414 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/55 | &nbsp;&nbsp;&nbsp; 75 | 77955 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/65 | &nbsp;&nbsp;&nbsp; 35 | 36659 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/38 | &nbsp;&nbsp;&nbsp; 50 | 54704 |
| &nbsp;&nbsp;&nbsp; 5.96%, 04/01/39 | &nbsp;&nbsp;&nbsp; 50 | 54380 |
| Georgia Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/42 | &nbsp;&nbsp;&nbsp; 135 | 119983 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/43 | &nbsp;&nbsp;&nbsp; 85 | 74764 |
| &nbsp;&nbsp;&nbsp; 5.13%, 05/15/52 | &nbsp;&nbsp;&nbsp; 75 | 71138 |
| &nbsp;&nbsp;&nbsp; 5.50%, 10/01/55 | &nbsp;&nbsp;&nbsp; 75 | 74504 |
| &nbsp;&nbsp;&nbsp; Series 10-C, 4.75%, 09/01/40 | &nbsp;&nbsp;&nbsp; 75 | 72081 |
| &nbsp;&nbsp;&nbsp; Series A, 3.25%, 03/15/51 | &nbsp;&nbsp;&nbsp; 55 | 38190 |
| &nbsp;&nbsp;&nbsp; Series B, 3.70%, 01/30/50 | &nbsp;&nbsp;&nbsp; 55 | 41993 |
| Great River Energy, 6.25%, 07/01/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 69 | 73573 |
| Iberdrola International BV, 6.75%, 07/15/36 | &nbsp;&nbsp;&nbsp; 45 | 51185 |
| Idaho Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/53 | &nbsp;&nbsp;&nbsp; 25 | 24934 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/55 | &nbsp;&nbsp;&nbsp; 35 | 35688 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/54 | &nbsp;&nbsp;&nbsp; 40 | 41241 |
| &nbsp;&nbsp;&nbsp; Series K, 4.20%, 03/01/48 | &nbsp;&nbsp;&nbsp; 5 | 4191 |
| Indiana Michigan Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/01/51 | &nbsp;&nbsp;&nbsp; 20 | 13641 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/15/48 | &nbsp;&nbsp;&nbsp; 35 | 28647 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/53 | &nbsp;&nbsp;&nbsp; 70 | 70676 |
| &nbsp;&nbsp;&nbsp; Series K, 4.55%, 03/15/46 | &nbsp;&nbsp;&nbsp; 71 | 62189 |
| &nbsp;&nbsp;&nbsp; Series L, 3.75%, 07/01/47 | &nbsp;&nbsp;&nbsp; 15 | 11510 |
| Indianapolis Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/01/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 10 | 8081 |
| &nbsp;&nbsp;&nbsp; 5.70%, 04/01/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35108 |
| &nbsp;&nbsp;&nbsp; Infraestructura Energetica Nova SAPI de CV, 4.75%, <br> 01/15/51<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 155552 |
| Interstate Power & Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/46 | &nbsp;&nbsp;&nbsp; 20 | 15270 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 5.45%, 09/30/54 | &nbsp;&nbsp;&nbsp; $10 | $9646 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/15/39 | &nbsp;&nbsp;&nbsp; 30 | 32673 |
| Interstate Power and Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/30/49 | &nbsp;&nbsp;&nbsp; 10 | 7317 |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/01/55 | &nbsp;&nbsp;&nbsp; 50 | 49237 |
| &nbsp;&nbsp;&nbsp; John Sevier Combined Cycle Generation LLC, 4.63%, <br> 01/15/42<br>| &nbsp;&nbsp;&nbsp; 8 | 7522 |
| Kentucky Utilities Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 06/01/50 | &nbsp;&nbsp;&nbsp; 80 | 56173 |
| &nbsp;&nbsp;&nbsp; 4.38%, 10/01/45 | &nbsp;&nbsp;&nbsp; 70 | 60430 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/01/40 | &nbsp;&nbsp;&nbsp; 40 | 39983 |
| &nbsp;&nbsp;&nbsp; 5.85%, 08/15/55 | &nbsp;&nbsp;&nbsp; 65 | 66965 |
| Louisville Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/49 | &nbsp;&nbsp;&nbsp; 40 | 33030 |
| &nbsp;&nbsp;&nbsp; 5.85%, 08/15/55 | &nbsp;&nbsp;&nbsp; 80 | 82195 |
| Massachusetts Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 16203 |
| &nbsp;&nbsp;&nbsp; 5.87%, 02/26/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 50668 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/15/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 79393 |
| MidAmerican Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/01/52 | &nbsp;&nbsp;&nbsp; 45 | 28158 |
| &nbsp;&nbsp;&nbsp; 3.15%, 04/15/50 | &nbsp;&nbsp;&nbsp; 80 | 55322 |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/01/48 | &nbsp;&nbsp;&nbsp; 70 | 53065 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/01/47 | &nbsp;&nbsp;&nbsp; 30 | 24107 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/01/46 | &nbsp;&nbsp;&nbsp; 5 | 4268 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/15/49 | &nbsp;&nbsp;&nbsp; 110 | 91726 |
| &nbsp;&nbsp;&nbsp; 4.40%, 10/15/44 | &nbsp;&nbsp;&nbsp; 45 | 39532 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/15/43 | &nbsp;&nbsp;&nbsp; 25 | 23203 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/55 | &nbsp;&nbsp;&nbsp; 20 | 19314 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/56 | &nbsp;&nbsp;&nbsp; 25 | 24923 |
| &nbsp;&nbsp;&nbsp; 5.80%, 10/15/36 | &nbsp;&nbsp;&nbsp; 35 | 38022 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/15/54 | &nbsp;&nbsp;&nbsp; 100 | 104791 |
| Mississippi Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; Series 12-A, 4.25%, 03/15/42 | &nbsp;&nbsp;&nbsp; 60 | 52366 |
| &nbsp;&nbsp;&nbsp; Series B, 3.10%, 07/30/51 | &nbsp;&nbsp;&nbsp; 50 | 33538 |
| Monongahela Power Co., 5.40%, 12/15/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 69276 |
| &nbsp;&nbsp;&nbsp; National Rural Utilities Cooperative Finance Corp., <br> 4.40%, 11/01/48<br>| &nbsp;&nbsp;&nbsp; 15 | 12912 |
| Nevada Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/54 | &nbsp;&nbsp;&nbsp; 70 | 72960 |
| &nbsp;&nbsp;&nbsp; Series EE, 3.13%, 08/01/50 | &nbsp;&nbsp;&nbsp; 20 | 13343 |
| &nbsp;&nbsp;&nbsp; Series R, 6.75%, 07/01/37 | &nbsp;&nbsp;&nbsp; 35 | 39984 |
| New England Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.81%, 10/06/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 12505 |
| &nbsp;&nbsp;&nbsp; 3.80%, 12/05/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 44 | 34346 |
| NextEra Energy Capital Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 01/15/52 | &nbsp;&nbsp;&nbsp; 75 | 48443 |
| &nbsp;&nbsp;&nbsp; 5.11%, 09/29/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 27310 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/28/53 | &nbsp;&nbsp;&nbsp; 120 | 112984 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/54 | &nbsp;&nbsp;&nbsp; 75 | 73417 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/15/55 | &nbsp;&nbsp;&nbsp; 80 | 82420 |
| Niagara Mohawk Power Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.03%, 06/27/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 36019 |
| &nbsp;&nbsp;&nbsp; 4.12%, 11/28/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 21451 |
| &nbsp;&nbsp;&nbsp; 5.66%, 01/17/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 74354 |
| &nbsp;&nbsp;&nbsp; 5.78%, 09/16/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 60191 |
| &nbsp;&nbsp;&nbsp; 6.00%, 07/03/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36124 |
| Northern States Power Co./MN |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 06/01/51 | &nbsp;&nbsp;&nbsp; 63 | 39386 |
| &nbsp;&nbsp;&nbsp; 2.90%, 03/01/50 | &nbsp;&nbsp;&nbsp; 70 | 47048 |
| &nbsp;&nbsp;&nbsp; 3.20%, 04/01/52 | &nbsp;&nbsp;&nbsp; 55 | 38725 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD 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; 3.40%, 08/15/42 | &nbsp;&nbsp;&nbsp; $76 | $60152 |
| &nbsp;&nbsp;&nbsp; 3.60%, 05/15/46 | &nbsp;&nbsp;&nbsp; 45 | 35197 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/47 | &nbsp;&nbsp;&nbsp; 75 | 57552 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/45 | &nbsp;&nbsp;&nbsp; 30 | 25161 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/44 | &nbsp;&nbsp;&nbsp; 60 | 51324 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/52 | &nbsp;&nbsp;&nbsp; 60 | 52028 |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/15/53 | &nbsp;&nbsp;&nbsp; 50 | 47333 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/01/39 | &nbsp;&nbsp;&nbsp; 30 | 30698 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/54 | &nbsp;&nbsp;&nbsp; 90 | 89017 |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/15/55 | &nbsp;&nbsp;&nbsp; 40 | 40948 |
| Northern States Power Co./WI, 5.65%, 06/15/54 | &nbsp;&nbsp;&nbsp; 75 | 77094 |
| NRG Energy Inc., 6.00%, 01/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 225 | 228326 |
| NSTAR Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/01/51 | &nbsp;&nbsp;&nbsp; 45 | 30832 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/01/44 | &nbsp;&nbsp;&nbsp; 35 | 30894 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/01/52 | &nbsp;&nbsp;&nbsp; 55 | 47491 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52 | &nbsp;&nbsp;&nbsp; 45 | 41376 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/40 | &nbsp;&nbsp;&nbsp; 20 | 20631 |
| Oglethorpe Power Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/01/50 | &nbsp;&nbsp;&nbsp; 25 | 18142 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/47 | &nbsp;&nbsp;&nbsp; 55 | 46509 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/01/48 | &nbsp;&nbsp;&nbsp; 50 | 45461 |
| &nbsp;&nbsp;&nbsp; 5.38%, 11/01/40 | &nbsp;&nbsp;&nbsp; 55 | 54898 |
| &nbsp;&nbsp;&nbsp; 5.80%, 06/01/54 | &nbsp;&nbsp;&nbsp; 35 | 34771 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/01/55 | &nbsp;&nbsp;&nbsp; 30 | 30167 |
| &nbsp;&nbsp;&nbsp; 5.95%, 11/01/39 | &nbsp;&nbsp;&nbsp; 37 | 39599 |
| &nbsp;&nbsp;&nbsp; 6.20%, 12/01/53 | &nbsp;&nbsp;&nbsp; 45 | 47011 |
| Ohio Edison Co., 6.88%, 07/15/36 | &nbsp;&nbsp;&nbsp; 35 | 40406 |
| Ohio Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/49 | &nbsp;&nbsp;&nbsp; 30 | 23409 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/01/48 | &nbsp;&nbsp;&nbsp; 70 | 55697 |
| Oklahoma Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/15/47 | &nbsp;&nbsp;&nbsp; 15 | 11925 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/01/47 | &nbsp;&nbsp;&nbsp; 15 | 12408 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/53 | &nbsp;&nbsp;&nbsp; 55 | 54773 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/55 | &nbsp;&nbsp;&nbsp; 25 | 25640 |
| Oncor Electric Delivery Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 11/15/51 | &nbsp;&nbsp;&nbsp; 45 | 27531 |
| &nbsp;&nbsp;&nbsp; 3.10%, 09/15/49 | &nbsp;&nbsp;&nbsp; 90 | 61061 |
| &nbsp;&nbsp;&nbsp; 3.70%, 05/15/50 | &nbsp;&nbsp;&nbsp; 20 | 14939 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/45 | &nbsp;&nbsp;&nbsp; 70 | 55912 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/30/47 | &nbsp;&nbsp;&nbsp; 50 | 39319 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/01/49 | &nbsp;&nbsp;&nbsp; 65 | 50149 |
| &nbsp;&nbsp;&nbsp; 4.10%, 11/15/48 | &nbsp;&nbsp;&nbsp; 45 | 36699 |
| &nbsp;&nbsp;&nbsp; 4.55%, 12/01/41 | &nbsp;&nbsp;&nbsp; 55 | 50196 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/01/52 | &nbsp;&nbsp;&nbsp; 55 | 46850 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52 | &nbsp;&nbsp;&nbsp; 95 | 86524 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/30/40 | &nbsp;&nbsp;&nbsp; 30 | 30349 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/01/42 | &nbsp;&nbsp;&nbsp; 50 | 49554 |
| &nbsp;&nbsp;&nbsp; 5.35%, 10/01/52 | &nbsp;&nbsp;&nbsp; 15 | 14513 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/15/54 | &nbsp;&nbsp;&nbsp; 55 | 54478 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51376 |
| &nbsp;&nbsp;&nbsp; 7.50%, 09/01/38 | &nbsp;&nbsp;&nbsp; 30 | 36393 |
| Pacific Gas and Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 08/01/40 | &nbsp;&nbsp;&nbsp; 90 | 68818 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/01/50 | &nbsp;&nbsp;&nbsp; 215 | 147964 |
| &nbsp;&nbsp;&nbsp; 3.75%, 08/15/42 | &nbsp;&nbsp;&nbsp; 45 | 34448 |
| &nbsp;&nbsp;&nbsp; 3.95%, 12/01/47 | &nbsp;&nbsp;&nbsp; 105 | 79204 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/46 | &nbsp;&nbsp;&nbsp; 40 | 30488 |
| &nbsp;&nbsp;&nbsp; 4.20%, 06/01/41 | &nbsp;&nbsp;&nbsp; 70 | 58154 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/46 | &nbsp;&nbsp;&nbsp; 30 | 23780 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/45 | &nbsp;&nbsp;&nbsp; $45 | $36247 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/15/42 | &nbsp;&nbsp;&nbsp; 40 | 33543 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/40 | &nbsp;&nbsp;&nbsp; 165 | 145095 |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/15/43 | &nbsp;&nbsp;&nbsp; 25 | 21231 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/44 | &nbsp;&nbsp;&nbsp; 95 | 81420 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/01/50 | &nbsp;&nbsp;&nbsp; 270 | 232809 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/52 | &nbsp;&nbsp;&nbsp; 75 | 66565 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/15/55 | &nbsp;&nbsp;&nbsp; 100 | 100539 |
| &nbsp;&nbsp;&nbsp; 6.15%, 03/01/55 | &nbsp;&nbsp;&nbsp; 60 | 60656 |
| &nbsp;&nbsp;&nbsp; 6.70%, 04/01/53 | &nbsp;&nbsp;&nbsp; 65 | 69775 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/53 | &nbsp;&nbsp;&nbsp; 160 | 173439 |
| PacifiCorp |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/52 | &nbsp;&nbsp;&nbsp; 110 | 65755 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/51 | &nbsp;&nbsp;&nbsp; 90 | 58262 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/01/42 | &nbsp;&nbsp;&nbsp; 55 | 44142 |
| &nbsp;&nbsp;&nbsp; 4.13%, 01/15/49 | &nbsp;&nbsp;&nbsp; 75 | 57193 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/15/50 | &nbsp;&nbsp;&nbsp; 90 | 68464 |
| &nbsp;&nbsp;&nbsp; 5.35%, 12/01/53 | &nbsp;&nbsp;&nbsp; 130 | 116188 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/54 | &nbsp;&nbsp;&nbsp; 125 | 114505 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/37 | &nbsp;&nbsp;&nbsp; 50 | 51393 |
| &nbsp;&nbsp;&nbsp; 5.80%, 01/15/55 | &nbsp;&nbsp;&nbsp; 155 | 147812 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/39 | &nbsp;&nbsp;&nbsp; 70 | 71750 |
| &nbsp;&nbsp;&nbsp; 6.10%, 08/01/36 | &nbsp;&nbsp;&nbsp; 35 | 36762 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/37 | &nbsp;&nbsp;&nbsp; 60 | 63287 |
| &nbsp;&nbsp;&nbsp; 6.35%, 07/15/38 | &nbsp;&nbsp;&nbsp; 15 | 15845 |
| PECO Energy Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/15/50 | &nbsp;&nbsp;&nbsp; 35 | 22463 |
| &nbsp;&nbsp;&nbsp; 2.85%, 09/15/51 | &nbsp;&nbsp;&nbsp; 35 | 22271 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/49 | &nbsp;&nbsp;&nbsp; 40 | 26877 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/47 | &nbsp;&nbsp;&nbsp; 75 | 58336 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/48 | &nbsp;&nbsp;&nbsp; 100 | 80082 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/01/44 | &nbsp;&nbsp;&nbsp; 50 | 42681 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/15/52 | &nbsp;&nbsp;&nbsp; 10 | 8428 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/52 | &nbsp;&nbsp;&nbsp; 40 | 34977 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/54 | &nbsp;&nbsp;&nbsp; 30 | 28967 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/15/55 | &nbsp;&nbsp;&nbsp; 25 | 25476 |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/01/36 | &nbsp;&nbsp;&nbsp; 15 | 16384 |
| &nbsp;&nbsp;&nbsp; Perusahaan Perseroan Persero PT Perusahaan <br> Listrik Negara<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/17/49<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 173449 |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/21/48<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205255 |
| &nbsp;&nbsp;&nbsp; PG&E Recovery Funding LLC, Series A-2, 5.23%, <br> 06/01/42<br>| &nbsp;&nbsp;&nbsp; 450 | 464330 |
| &nbsp;&nbsp;&nbsp; PG&E Wildfire Recovery Funding LLC, Series A-5, <br> 5.10%, 06/01/54<br>| &nbsp;&nbsp;&nbsp; 648 | 617286 |
| Potomac Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/43 | &nbsp;&nbsp;&nbsp; 70 | 60065 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/54 | &nbsp;&nbsp;&nbsp; 30 | 29678 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/37 | &nbsp;&nbsp;&nbsp; 40 | 45356 |
| PPL Electric Utilities Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/01/49 | &nbsp;&nbsp;&nbsp; 25 | 16948 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/01/47 | &nbsp;&nbsp;&nbsp; 25 | 20416 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/44 | &nbsp;&nbsp;&nbsp; 40 | 34031 |
| &nbsp;&nbsp;&nbsp; 4.15%, 10/01/45 | &nbsp;&nbsp;&nbsp; 45 | 38534 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/15/48 | &nbsp;&nbsp;&nbsp; 25 | 20888 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/43 | &nbsp;&nbsp;&nbsp; 50 | 46416 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/53 | &nbsp;&nbsp;&nbsp; 80 | 78267 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/55 | &nbsp;&nbsp;&nbsp; 100 | 101177 |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/15/39 | &nbsp;&nbsp;&nbsp; 10 | 11141 |
| Progress Energy Inc., 6.00%, 12/01/39 | &nbsp;&nbsp;&nbsp; 65 | 69509 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| Public Service Co. of Colorado |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/42 | &nbsp;&nbsp;&nbsp; $45 | $35950 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/15/47 | &nbsp;&nbsp;&nbsp; 20 | 15583 |
| &nbsp;&nbsp;&nbsp; 4.05%, 09/15/49 | &nbsp;&nbsp;&nbsp; 45 | 35581 |
| &nbsp;&nbsp;&nbsp; 4.10%, 06/15/48 | &nbsp;&nbsp;&nbsp; 35 | 28292 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/15/44 | &nbsp;&nbsp;&nbsp; 50 | 43120 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/52 | &nbsp;&nbsp;&nbsp; 55 | 46843 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/53 | &nbsp;&nbsp;&nbsp; 95 | 89672 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/54 | &nbsp;&nbsp;&nbsp; 60 | 61010 |
| &nbsp;&nbsp;&nbsp; 5.85%, 05/15/55 | &nbsp;&nbsp;&nbsp; 35 | 36004 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/01/38 | &nbsp;&nbsp;&nbsp; 25 | 28192 |
| &nbsp;&nbsp;&nbsp; Series 17, 6.25%, 09/01/37 | &nbsp;&nbsp;&nbsp; 31 | 34200 |
| &nbsp;&nbsp;&nbsp; Series 34, 3.20%, 03/01/50 | &nbsp;&nbsp;&nbsp; 65 | 44989 |
| &nbsp;&nbsp;&nbsp; Series 36, 2.70%, 01/15/51 | &nbsp;&nbsp;&nbsp; 60 | 36978 |
| Public Service Co. of New Hampshire |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 07/01/49 | &nbsp;&nbsp;&nbsp; 40 | 30026 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/15/53 | &nbsp;&nbsp;&nbsp; 35 | 33192 |
| Public Service Co. of Oklahoma |  |  |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/15/36 | &nbsp;&nbsp;&nbsp; 100 | 103036 |
| &nbsp;&nbsp;&nbsp; Series K, 3.15%, 08/15/51 | &nbsp;&nbsp;&nbsp; 20 | 13385 |
| Public Service Electric & Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.05%, 08/01/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 19322 |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/01/50 | &nbsp;&nbsp;&nbsp; 25 | 15840 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/01/51 | &nbsp;&nbsp;&nbsp; 40 | 26951 |
| &nbsp;&nbsp;&nbsp; 3.15%, 01/01/50 | &nbsp;&nbsp;&nbsp; 35 | 24350 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/01/49 | &nbsp;&nbsp;&nbsp; 45 | 31667 |
| &nbsp;&nbsp;&nbsp; 3.60%, 12/01/47 | &nbsp;&nbsp;&nbsp; 65 | 49825 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/01/46 | &nbsp;&nbsp;&nbsp; 85 | 68275 |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/01/49 | &nbsp;&nbsp;&nbsp; 65 | 51297 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/01/42 | &nbsp;&nbsp;&nbsp; 55 | 47022 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/53 | &nbsp;&nbsp;&nbsp; 65 | 62138 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/01/54 | &nbsp;&nbsp;&nbsp; 50 | 48891 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/53 | &nbsp;&nbsp;&nbsp; 50 | 49904 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/54 | &nbsp;&nbsp;&nbsp; 65 | 64792 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/40 | &nbsp;&nbsp;&nbsp; 15 | 15553 |
| &nbsp;&nbsp;&nbsp; 5.80%, 05/01/37 | &nbsp;&nbsp;&nbsp; 40 | 43278 |
| Puget Sound Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.89%, 09/15/51 | &nbsp;&nbsp;&nbsp; 30 | 19430 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/15/49 | &nbsp;&nbsp;&nbsp; 45 | 31271 |
| &nbsp;&nbsp;&nbsp; 4.22%, 06/15/48 | &nbsp;&nbsp;&nbsp; 53 | 44169 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/20/45 | &nbsp;&nbsp;&nbsp; 30 | 25239 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/53 | &nbsp;&nbsp;&nbsp; 25 | 24483 |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/15/55 | &nbsp;&nbsp;&nbsp; 100 | 99234 |
| &nbsp;&nbsp;&nbsp; 5.64%, 04/15/41 | &nbsp;&nbsp;&nbsp; 31 | 31486 |
| &nbsp;&nbsp;&nbsp; 5.69%, 06/15/54 | &nbsp;&nbsp;&nbsp; 40 | 40568 |
| &nbsp;&nbsp;&nbsp; 5.76%, 10/01/39 | &nbsp;&nbsp;&nbsp; 35 | 36954 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/40 | &nbsp;&nbsp;&nbsp; 30 | 31461 |
| &nbsp;&nbsp;&nbsp; 6.27%, 03/15/37 | &nbsp;&nbsp;&nbsp; 30 | 33163 |
| San Diego Gas & Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | &nbsp;&nbsp;&nbsp; 55 | 40355 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/48 | &nbsp;&nbsp;&nbsp; 45 | 36534 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/40 | &nbsp;&nbsp;&nbsp; 60 | 55380 |
| &nbsp;&nbsp;&nbsp; 5.35%, 04/01/53 | &nbsp;&nbsp;&nbsp; 90 | 86673 |
| &nbsp;&nbsp;&nbsp; 5.55%, 04/15/54 | &nbsp;&nbsp;&nbsp; 65 | 64359 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/39 | &nbsp;&nbsp;&nbsp; 30 | 32461 |
| &nbsp;&nbsp;&nbsp; Series RRR, 3.75%, 06/01/47 | &nbsp;&nbsp;&nbsp; 50 | 38490 |
| &nbsp;&nbsp;&nbsp; Series TTT, 4.10%, 06/15/49 | &nbsp;&nbsp;&nbsp; 35 | 28197 |
| &nbsp;&nbsp;&nbsp; Series UUU, 3.32%, 04/15/50 | &nbsp;&nbsp;&nbsp; 45 | 31584 |
| &nbsp;&nbsp;&nbsp; Series WWW, 2.95%, 08/15/51 | &nbsp;&nbsp;&nbsp; 95 | 61754 |
| &nbsp;&nbsp;&nbsp; Saudi Electricity Global Sukuk Co. 2, 5.06%, <br> 04/08/43<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 196643 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| &nbsp;&nbsp;&nbsp; Saudi Electricity Global Sukuk Co. 3, 5.50%, <br> 04/08/44<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; $200 | $202857 |
| Sempra |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 02/01/38 | &nbsp;&nbsp;&nbsp; 70 | 60570 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/48 | &nbsp;&nbsp;&nbsp; 45 | 34811 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/15/39 | &nbsp;&nbsp;&nbsp; 70 | 73736 |
| Sierra Pacific Power Co., 5.90%, 03/15/54 | &nbsp;&nbsp;&nbsp; 55 | 55701 |
| Southern California Edison Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/01/52 | &nbsp;&nbsp;&nbsp; 65 | 44058 |
| &nbsp;&nbsp;&nbsp; 3.65%, 02/01/50 | &nbsp;&nbsp;&nbsp; 125 | 88426 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/47 | &nbsp;&nbsp;&nbsp; 195 | 149741 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/15/42 | &nbsp;&nbsp;&nbsp; 61 | 49392 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/40 | &nbsp;&nbsp;&nbsp; 35 | 31085 |
| &nbsp;&nbsp;&nbsp; 4.65%, 10/01/43 | &nbsp;&nbsp;&nbsp; 50 | 43175 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/40 | &nbsp;&nbsp;&nbsp; 60 | 59662 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/01/36 | &nbsp;&nbsp;&nbsp; 10 | 10188 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/53 | &nbsp;&nbsp;&nbsp; 60 | 56796 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/15/54 | &nbsp;&nbsp;&nbsp; 40 | 38286 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/01/53 | &nbsp;&nbsp;&nbsp; 80 | 78108 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/01/55 | &nbsp;&nbsp;&nbsp; 40 | 39405 |
| &nbsp;&nbsp;&nbsp; 6.05%, 03/15/39 | &nbsp;&nbsp;&nbsp; 60 | 62458 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/55 | &nbsp;&nbsp;&nbsp; 70 | 71853 |
| &nbsp;&nbsp;&nbsp; Series 06-E, 5.55%, 01/15/37 | &nbsp;&nbsp;&nbsp; 30 | 30333 |
| &nbsp;&nbsp;&nbsp; Series 08-A, 5.95%, 02/01/38 | &nbsp;&nbsp;&nbsp; 46 | 47363 |
| &nbsp;&nbsp;&nbsp; Series 13-A, 3.90%, 03/15/43 | &nbsp;&nbsp;&nbsp; 35 | 27359 |
| &nbsp;&nbsp;&nbsp; Series 20A, 2.95%, 02/01/51 | &nbsp;&nbsp;&nbsp; 90 | 56027 |
| &nbsp;&nbsp;&nbsp; Series B, 4.88%, 03/01/49 | &nbsp;&nbsp;&nbsp; 70 | 60072 |
| &nbsp;&nbsp;&nbsp; Series C, 3.60%, 02/01/45 | &nbsp;&nbsp;&nbsp; 60 | 43942 |
| &nbsp;&nbsp;&nbsp; Series C, 4.13%, 03/01/48 | &nbsp;&nbsp;&nbsp; 75 | 58212 |
| &nbsp;&nbsp;&nbsp; Series E, 5.45%, 06/01/52 | &nbsp;&nbsp;&nbsp; 25 | 22962 |
| &nbsp;&nbsp;&nbsp; Series H, 3.65%, 06/01/51 | &nbsp;&nbsp;&nbsp; 35 | 24573 |
| Southern Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/01/36 | &nbsp;&nbsp;&nbsp; 50 | 47082 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/01/46 | &nbsp;&nbsp;&nbsp; 195 | 167122 |
| Southern Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/15/41 | &nbsp;&nbsp;&nbsp; 65 | 63281 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/43 | &nbsp;&nbsp;&nbsp; 40 | 38441 |
| &nbsp;&nbsp;&nbsp; Series F, 4.95%, 12/15/46 | &nbsp;&nbsp;&nbsp; 55 | 50064 |
| Southwestern Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/01/51 | &nbsp;&nbsp;&nbsp; 80 | 53589 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/15/40 | &nbsp;&nbsp;&nbsp; 30 | 32304 |
| &nbsp;&nbsp;&nbsp; Series J, 3.90%, 04/01/45 | &nbsp;&nbsp;&nbsp; 60 | 47223 |
| &nbsp;&nbsp;&nbsp; Series L, 3.85%, 02/01/48 | &nbsp;&nbsp;&nbsp; 35 | 26446 |
| Southwestern Public Service Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/15/46 | &nbsp;&nbsp;&nbsp; 25 | 18157 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/47 | &nbsp;&nbsp;&nbsp; 55 | 41754 |
| &nbsp;&nbsp;&nbsp; 3.75%, 06/15/49 | &nbsp;&nbsp;&nbsp; 40 | 30034 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/41 | &nbsp;&nbsp;&nbsp; 35 | 31645 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/54 | &nbsp;&nbsp;&nbsp; 50 | 51913 |
| &nbsp;&nbsp;&nbsp; Series 6, 4.40%, 11/15/48 | &nbsp;&nbsp;&nbsp; 40 | 33601 |
| &nbsp;&nbsp;&nbsp; Series 8, 3.15%, 05/01/50 | &nbsp;&nbsp;&nbsp; 70 | 47071 |
| &nbsp;&nbsp;&nbsp; State Grid Overseas Investment 2014 Ltd., 4.85%, <br> 05/07/44<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 203571 |
| Talen Energy Supply LLC, 6.50%, 02/01/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15511 |
| Tampa Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/15/51 | &nbsp;&nbsp;&nbsp; 29 | 20914 |
| &nbsp;&nbsp;&nbsp; 3.63%, 06/15/50 | &nbsp;&nbsp;&nbsp; 30 | 22119 |
| &nbsp;&nbsp;&nbsp; 4.10%, 06/15/42 | &nbsp;&nbsp;&nbsp; 25 | 21382 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/48 | &nbsp;&nbsp;&nbsp; 33 | 27845 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/15/44 | &nbsp;&nbsp;&nbsp; 14 | 12082 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/15/49 | &nbsp;&nbsp;&nbsp; 20 | 17034 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD 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; 5.00%, 07/15/52 | &nbsp;&nbsp;&nbsp; $20 | $18407 |
| &nbsp;&nbsp;&nbsp; Tierra Mojada Luxembourg II SARL, 5.75%, <br> 12/01/40<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 169 | 167203 |
| Toledo Edison Co. (The), 6.15%, 05/15/37 | &nbsp;&nbsp;&nbsp; 26 | 28608 |
| TransAlta Corp., 6.50%, 03/15/40 | &nbsp;&nbsp;&nbsp; 35 | 35392 |
| &nbsp;&nbsp;&nbsp; Tri-State Generation & Transmission Association Inc., <br> 6.00%, 06/15/40<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 5 | 5213 |
| Tucson Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/01/51 | &nbsp;&nbsp;&nbsp; 30 | 20164 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/15/50 | &nbsp;&nbsp;&nbsp; 35 | 27115 |
| &nbsp;&nbsp;&nbsp; 4.85%, 12/01/48 | &nbsp;&nbsp;&nbsp; 15 | 13480 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/53 | &nbsp;&nbsp;&nbsp; 30 | 29223 |
| &nbsp;&nbsp;&nbsp; 5.90%, 04/15/55 | &nbsp;&nbsp;&nbsp; 20 | 20565 |
| Union Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 03/15/51 | &nbsp;&nbsp;&nbsp; 75 | 45993 |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/01/49 | &nbsp;&nbsp;&nbsp; 40 | 28099 |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/15/45 | &nbsp;&nbsp;&nbsp; 65 | 51076 |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/15/42 | &nbsp;&nbsp;&nbsp; 50 | 41679 |
| &nbsp;&nbsp;&nbsp; 3.90%, 04/01/52 | &nbsp;&nbsp;&nbsp; 35 | 27330 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/01/48 | &nbsp;&nbsp;&nbsp; 20 | 16105 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/15/55 | &nbsp;&nbsp;&nbsp; 45 | 42252 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/54 | &nbsp;&nbsp;&nbsp; 40 | 38233 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/01/37 | &nbsp;&nbsp;&nbsp; 35 | 35721 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/53 | &nbsp;&nbsp;&nbsp; 60 | 58744 |
| &nbsp;&nbsp;&nbsp; 8.45%, 03/15/39 | &nbsp;&nbsp;&nbsp; 26 | 33931 |
| Virginia Electric & Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 12/15/50 | &nbsp;&nbsp;&nbsp; 65 | 37973 |
| &nbsp;&nbsp;&nbsp; 2.95%, 11/15/51 | &nbsp;&nbsp;&nbsp; 110 | 70671 |
| &nbsp;&nbsp;&nbsp; 3.30%, 12/01/49 | &nbsp;&nbsp;&nbsp; 75 | 52817 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/15/43 | &nbsp;&nbsp;&nbsp; 70 | 58464 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/15/44 | &nbsp;&nbsp;&nbsp; 80 | 70532 |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/01/48 | &nbsp;&nbsp;&nbsp; 25 | 21895 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/54 | &nbsp;&nbsp;&nbsp; 55 | 52773 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/54 | &nbsp;&nbsp;&nbsp; 15 | 14877 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/15/55 | &nbsp;&nbsp;&nbsp; 25 | 24999 |
| &nbsp;&nbsp;&nbsp; 5.70%, 08/15/53 | &nbsp;&nbsp;&nbsp; 60 | 60284 |
| &nbsp;&nbsp;&nbsp; 6.35%, 11/30/37 | &nbsp;&nbsp;&nbsp; 10 | 11140 |
| &nbsp;&nbsp;&nbsp; 8.88%, 11/15/38 | &nbsp;&nbsp;&nbsp; 55 | 74296 |
| &nbsp;&nbsp;&nbsp; Series A, 6.00%, 05/15/37 | &nbsp;&nbsp;&nbsp; 55 | 59597 |
| &nbsp;&nbsp;&nbsp; Series B, 3.80%, 09/15/47 | &nbsp;&nbsp;&nbsp; 84 | 65754 |
| &nbsp;&nbsp;&nbsp; Series B, 4.20%, 05/15/45 | &nbsp;&nbsp;&nbsp; 35 | 29583 |
| &nbsp;&nbsp;&nbsp; Series B, 6.00%, 01/15/36 | &nbsp;&nbsp;&nbsp; 55 | 59585 |
| &nbsp;&nbsp;&nbsp; Series C, 4.00%, 11/15/46 | &nbsp;&nbsp;&nbsp; 75 | 60846 |
| &nbsp;&nbsp;&nbsp; Series C, 4.63%, 05/15/52 | &nbsp;&nbsp;&nbsp; 85 | 73222 |
| &nbsp;&nbsp;&nbsp; Series D, 4.65%, 08/15/43 | &nbsp;&nbsp;&nbsp; 85 | 77315 |
| &nbsp;&nbsp;&nbsp; Virginia Electric and Power Co., Series D, 5.60%, <br> 09/15/55<br>| &nbsp;&nbsp;&nbsp; 120 | 119398 |
| Wisconsin Electric Power Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/15/48 | &nbsp;&nbsp;&nbsp; 15 | 12754 |
| &nbsp;&nbsp;&nbsp; 5.05%, 10/01/54 | &nbsp;&nbsp;&nbsp; 10 | 9409 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/01/36 | &nbsp;&nbsp;&nbsp; 30 | 32374 |
| Wisconsin Power and Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 04/01/50 | &nbsp;&nbsp;&nbsp; 20 | 14813 |
| &nbsp;&nbsp;&nbsp; 6.38%, 08/15/37 | &nbsp;&nbsp;&nbsp; 25 | 27795 |
| Wisconsin Public Service Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/01/51 | &nbsp;&nbsp;&nbsp; 40 | 25667 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/01/49 | &nbsp;&nbsp;&nbsp; 15 | 10668 |
| &nbsp;&nbsp;&nbsp; 3.67%, 12/01/42 | &nbsp;&nbsp;&nbsp; 20 | 16116 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/44 | &nbsp;&nbsp;&nbsp; 40 | 36569 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Electric (continued)** | **Electric (continued)** | **Electric (continued)** |
| Xcel Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/01/49 | &nbsp;&nbsp;&nbsp; $70 | $50522 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/01/36 | &nbsp;&nbsp;&nbsp; 40 | 44166 |
|  |  | 34201013 |
| **Electrical Components & Equipment — 0.0%** | **Electrical Components & Equipment — 0.0%** | **Electrical Components & Equipment — 0.0%** |
| ABB Finance USA Inc., 4.38%, 05/08/42 | &nbsp;&nbsp;&nbsp; 40 | 36314 |
| Emerson Electric Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 10/15/50 | &nbsp;&nbsp;&nbsp; 45 | 29374 |
| &nbsp;&nbsp;&nbsp; 2.80%, 12/21/51 | &nbsp;&nbsp;&nbsp; 75 | 48759 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/39 | &nbsp;&nbsp;&nbsp; 50 | 51793 |
|  |  | 166240 |
| **Electronics — 0.1%** | **Electronics — 0.1%** | **Electronics — 0.1%** |
| Amphenol Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/36 | &nbsp;&nbsp;&nbsp; 100 | 99000 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/15/55 | &nbsp;&nbsp;&nbsp; 90 | 87677 |
| Fortive Corp., 4.30%, 06/15/46 | &nbsp;&nbsp;&nbsp; 50 | 42158 |
| Honeywell International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 06/01/50 | &nbsp;&nbsp;&nbsp; 105 | 69545 |
| &nbsp;&nbsp;&nbsp; 3.81%, 11/21/47 | &nbsp;&nbsp;&nbsp; 95 | 76098 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/54 | &nbsp;&nbsp;&nbsp; 115 | 111275 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/01/64 | &nbsp;&nbsp;&nbsp; 45 | 43925 |
| &nbsp;&nbsp;&nbsp; 5.38%, 03/01/41 | &nbsp;&nbsp;&nbsp; 90 | 93638 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/36 | &nbsp;&nbsp;&nbsp; 65 | 69804 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/37 | &nbsp;&nbsp;&nbsp; 25 | 26818 |
| Tyco Electronics Group SA, 7.13%, 10/01/37 | &nbsp;&nbsp;&nbsp; 40 | 47466 |
|  |  | 767404 |
| **Energy - Alternate Sources — 0.0%** | **Energy - Alternate Sources — 0.0%** | **Energy - Alternate Sources — 0.0%** |
| Topaz Solar Farms LLC, 5.75%, 09/30/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 65617 |
| **Engineering & Construction — 0.1%** | **Engineering & Construction — 0.1%** | **Engineering & Construction — 0.1%** |
| &nbsp;&nbsp;&nbsp; Aeropuerto Internacional de Tocumen SA, 4.00%, <br> 08/11/41<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 166753 |
| LBJ Infrastructure Group LLC, 3.80%, 12/31/57<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 24657 |
| Mexico City Airport Trust, 5.50%, 07/31/47<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 175872 |
|  |  | 367282 |
| **Entertainment — 0.1%** | **Entertainment — 0.1%** | **Entertainment — 0.1%** |
| Warnermedia Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/15/42 | &nbsp;&nbsp;&nbsp; 420 | 336000 |
| &nbsp;&nbsp;&nbsp; 5.14%, 03/15/52 | &nbsp;&nbsp;&nbsp; 102 | 76538 |
|  |  | 412538 |
| **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<br>| &nbsp;&nbsp;&nbsp; 5 | 4021 |
| Republic Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/01/50 | &nbsp;&nbsp;&nbsp; 55 | 38022 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/15/41 | &nbsp;&nbsp;&nbsp; 40 | 41998 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/01/40 | &nbsp;&nbsp;&nbsp; 50 | 55756 |
| Waste Connections Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/52 | &nbsp;&nbsp;&nbsp; 85 | 55999 |
| &nbsp;&nbsp;&nbsp; 3.05%, 04/01/50 | &nbsp;&nbsp;&nbsp; 55 | 37455 |
| Waste Management Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 11/15/50 | &nbsp;&nbsp;&nbsp; 50 | 30512 |
| &nbsp;&nbsp;&nbsp; 2.95%, 06/01/41 | &nbsp;&nbsp;&nbsp; 30 | 23160 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/45 | &nbsp;&nbsp;&nbsp; 40 | 34143 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/15/49 | &nbsp;&nbsp;&nbsp; 85 | 71345 |
| &nbsp;&nbsp;&nbsp; 5.35%, 10/15/54 | &nbsp;&nbsp;&nbsp; 130 | 129167 |
|  |  | 521578 |
| **Food — 1.1%** | **Food — 1.1%** | **Food — 1.1%** |
| Campbell's Company/The |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 04/24/50 | &nbsp;&nbsp;&nbsp; 55 | 36811 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD 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; 4.80%, 03/15/48 | &nbsp;&nbsp;&nbsp; $55 | $48999 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/13/54 | &nbsp;&nbsp;&nbsp; 40 | 37235 |
| Conagra Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/01/38 | &nbsp;&nbsp;&nbsp; 98 | 94701 |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/01/48 | &nbsp;&nbsp;&nbsp; 100 | 91685 |
| General Mills Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/01/51 | &nbsp;&nbsp;&nbsp; 75 | 49458 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/15/43 | &nbsp;&nbsp;&nbsp; 25 | 21182 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/17/48 | &nbsp;&nbsp;&nbsp; 50 | 44675 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/40 | &nbsp;&nbsp;&nbsp; 50 | 50927 |
| Grupo Bimbo SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/06/49<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 155061 |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/10/47<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 175662 |
| Hershey Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 06/01/50 | &nbsp;&nbsp;&nbsp; 60 | 37713 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/49 | &nbsp;&nbsp;&nbsp; 56 | 38859 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/46 | &nbsp;&nbsp;&nbsp; 5 | 3777 |
| Hormel Foods Corp., 3.05%, 06/03/51 | &nbsp;&nbsp;&nbsp; 65 | 43906 |
| &nbsp;&nbsp;&nbsp; Indofood CBP Sukses Makmur Tbk PT, 4.75%, <br> 06/09/51<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 172469 |
| Ingredion Inc., 3.90%, 06/01/50 | &nbsp;&nbsp;&nbsp; 45 | 34158 |
| J M Smucker Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/45 | &nbsp;&nbsp;&nbsp; 61 | 51725 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/43 | &nbsp;&nbsp;&nbsp; 65 | 70706 |
| &nbsp;&nbsp;&nbsp; 6.50%, 11/15/53<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 95 | 104689 |
| &nbsp;&nbsp;&nbsp; JBS USA Holding Lux Sarl/JBS USA Foods Group <br> Holdings Inc./JBS USA Food Co.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/02/52 | &nbsp;&nbsp;&nbsp; 100 | 78854 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 125 | 128096 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/01/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 125 | 126728 |
| &nbsp;&nbsp;&nbsp; 6.38%, 02/25/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 62146 |
| &nbsp;&nbsp;&nbsp; 6.38%, 04/15/66<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 115 | 117318 |
| &nbsp;&nbsp;&nbsp; 6.50%, 12/01/52 | &nbsp;&nbsp;&nbsp; 150 | 156922 |
| &nbsp;&nbsp;&nbsp; 7.25%, 11/15/53 | &nbsp;&nbsp;&nbsp; 85 | 96554 |
| Kellanova |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/46 | &nbsp;&nbsp;&nbsp; 55 | 48791 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/16/54 | &nbsp;&nbsp;&nbsp; 35 | 35380 |
| Koninklijke Ahold Delhaize NV, 5.70%, 10/01/40 | &nbsp;&nbsp;&nbsp; 52 | 54574 |
| Kraft Heinz Foods Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/01/46 | &nbsp;&nbsp;&nbsp; 290 | 243749 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/39 | &nbsp;&nbsp;&nbsp; 36 | 32991 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/49 | &nbsp;&nbsp;&nbsp; 145 | 127232 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/04/42 | &nbsp;&nbsp;&nbsp; 115 | 106566 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/45 | &nbsp;&nbsp;&nbsp; 140 | 130312 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/01/50 | &nbsp;&nbsp;&nbsp; 85 | 80590 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/09/40 | &nbsp;&nbsp;&nbsp; 55 | 59729 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/26/39 | &nbsp;&nbsp;&nbsp; 75 | 84198 |
| &nbsp;&nbsp;&nbsp; 7.13%, 08/01/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 97022 |
| Kroger Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/46 | &nbsp;&nbsp;&nbsp; 55 | 43202 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/15/50 | &nbsp;&nbsp;&nbsp; 65 | 50776 |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/01/47 | &nbsp;&nbsp;&nbsp; 95 | 81345 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/48 | &nbsp;&nbsp;&nbsp; 45 | 39357 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/42 | &nbsp;&nbsp;&nbsp; 30 | 28405 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/01/43 | &nbsp;&nbsp;&nbsp; 45 | 42841 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/15/40 | &nbsp;&nbsp;&nbsp; 20 | 20274 |
| &nbsp;&nbsp;&nbsp; 5.40%, 01/15/49 | &nbsp;&nbsp;&nbsp; 55 | 53244 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/54 | &nbsp;&nbsp;&nbsp; 205 | 199846 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/15/64 | &nbsp;&nbsp;&nbsp; 140 | 136186 |
| &nbsp;&nbsp;&nbsp; 6.90%, 04/15/38 | &nbsp;&nbsp;&nbsp; 56 | 64887 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Food (continued)** | **Food (continued)** | **Food (continued)** |
| Mars Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 07/16/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $80 | $58167 |
| &nbsp;&nbsp;&nbsp; 2.45%, 07/16/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 30027 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/01/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 110 | 97711 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/01/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 42416 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/01/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 68286 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/01/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 53 | 42452 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/59<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 68002 |
| &nbsp;&nbsp;&nbsp; 5.65%, 05/01/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 275 | 281355 |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/01/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 455 | 464257 |
| &nbsp;&nbsp;&nbsp; 5.80%, 05/01/65<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 87277 |
| McCormick & Co. Inc./MD, 4.20%, 08/15/47 | &nbsp;&nbsp;&nbsp; 41 | 33878 |
| Mondelez International Inc., 2.63%, 09/04/50 | &nbsp;&nbsp;&nbsp; 105 | 63803 |
| Nestle Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.63%, 09/14/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 35164 |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/24/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 136641 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/24/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 16563 |
| &nbsp;&nbsp;&nbsp; 4.70%, 01/15/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 137084 |
| Sysco Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 12/14/51 | &nbsp;&nbsp;&nbsp; 100 | 67337 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/15/50 | &nbsp;&nbsp;&nbsp; 45 | 31668 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/48 | &nbsp;&nbsp;&nbsp; 55 | 47370 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/46 | &nbsp;&nbsp;&nbsp; 65 | 56618 |
| &nbsp;&nbsp;&nbsp; 4.85%, 10/01/45 | &nbsp;&nbsp;&nbsp; 43 | 39416 |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/40 | &nbsp;&nbsp;&nbsp; 35 | 39351 |
| &nbsp;&nbsp;&nbsp; 6.60%, 04/01/50 | &nbsp;&nbsp;&nbsp; 89 | 98983 |
| Tesco PLC, 6.15%, 11/15/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 52743 |
| Tyson Foods Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/02/47 | &nbsp;&nbsp;&nbsp; 70 | 60272 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/28/48 | &nbsp;&nbsp;&nbsp; 140 | 129690 |
| &nbsp;&nbsp;&nbsp; 5.15%, 08/15/44 | &nbsp;&nbsp;&nbsp; 50 | 47267 |
|  |  | 6326311 |
| **Forest Products & Paper — 0.1%** | **Forest Products & Paper — 0.1%** | **Forest Products & Paper — 0.1%** |
| Celulosa Arauco y Constitucion SA, 5.50%, 11/02/47 | &nbsp;&nbsp;&nbsp; 45 | 40607 |
| International Paper Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 08/15/48 | &nbsp;&nbsp;&nbsp; 62 | 50892 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/15/47 | &nbsp;&nbsp;&nbsp; 64 | 53507 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/44 | &nbsp;&nbsp;&nbsp; 75 | 67458 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/15/46 | &nbsp;&nbsp;&nbsp; 45 | 41915 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/15/41 | &nbsp;&nbsp;&nbsp; 60 | 62335 |
| &nbsp;&nbsp;&nbsp; 7.30%, 11/15/39 | &nbsp;&nbsp;&nbsp; 5 | 5888 |
| Suzano Austria GmbH, 7.00%, 03/16/47<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 220734 |
|  |  | 543336 |
| **Gas — 0.4%** | **Gas — 0.4%** | **Gas — 0.4%** |
| Atmos Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 02/15/52 | &nbsp;&nbsp;&nbsp; 80 | 50809 |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/15/49 | &nbsp;&nbsp;&nbsp; 60 | 43279 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/15/44 | &nbsp;&nbsp;&nbsp; 50 | 42894 |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/15/49 | &nbsp;&nbsp;&nbsp; 70 | 57229 |
| &nbsp;&nbsp;&nbsp; 4.15%, 01/15/43 | &nbsp;&nbsp;&nbsp; 50 | 43112 |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/01/48 | &nbsp;&nbsp;&nbsp; 65 | 55205 |
| &nbsp;&nbsp;&nbsp; 5.00%, 12/15/54 | &nbsp;&nbsp;&nbsp; 10 | 9288 |
| &nbsp;&nbsp;&nbsp; 5.45%, 01/15/56 | &nbsp;&nbsp;&nbsp; 35 | 34554 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/41 | &nbsp;&nbsp;&nbsp; 45 | 46680 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/15/52 | &nbsp;&nbsp;&nbsp; 65 | 67311 |
| &nbsp;&nbsp;&nbsp; 6.20%, 11/15/53 | &nbsp;&nbsp;&nbsp; 60 | 66136 |
| Boston Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.49%, 02/15/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 26167 |
| &nbsp;&nbsp;&nbsp; 6.12%, 07/20/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 51028 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Gas (continued)** | **Gas (continued)** | **Gas (continued)** |
| Brooklyn Union Gas Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.27%, 03/15/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $28 | $22916 |
| &nbsp;&nbsp;&nbsp; 4.49%, 03/04/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 37126 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/10/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 41893 |
| &nbsp;&nbsp;&nbsp; 6.42%, 07/18/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 58103 |
| &nbsp;&nbsp;&nbsp; CenterPoint Energy Resources Corp., 5.85%, <br> 01/15/41<br>| &nbsp;&nbsp;&nbsp; 50 | 52769 |
| East Ohio Gas Co. (The), 3.00%, 06/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 36033 |
| KeySpan Gas East Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.59%, 01/18/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 37591 |
| &nbsp;&nbsp;&nbsp; 5.82%, 04/01/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 65479 |
| NiSource Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/30/48 | &nbsp;&nbsp;&nbsp; 85 | 67642 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/47 | &nbsp;&nbsp;&nbsp; 115 | 97057 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/44 | &nbsp;&nbsp;&nbsp; 95 | 86302 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/52 | &nbsp;&nbsp;&nbsp; 50 | 45177 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/43 | &nbsp;&nbsp;&nbsp; 10 | 9679 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/01/45 | &nbsp;&nbsp;&nbsp; 70 | 69776 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/01/55 | &nbsp;&nbsp;&nbsp; 100 | 101464 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/41 | &nbsp;&nbsp;&nbsp; 45 | 47264 |
| ONE Gas Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/01/48 | &nbsp;&nbsp;&nbsp; 15 | 13017 |
| &nbsp;&nbsp;&nbsp; 4.66%, 02/01/44 | &nbsp;&nbsp;&nbsp; 105 | 95215 |
| Piedmont Natural Gas Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 06/01/50 | &nbsp;&nbsp;&nbsp; 60 | 42167 |
| &nbsp;&nbsp;&nbsp; 3.64%, 11/01/46 | &nbsp;&nbsp;&nbsp; 50 | 37886 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/01/43 | &nbsp;&nbsp;&nbsp; 10 | 9140 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/15/52 | &nbsp;&nbsp;&nbsp; 50 | 45424 |
| Southern California Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/15/42 | &nbsp;&nbsp;&nbsp; 50 | 40697 |
| &nbsp;&nbsp;&nbsp; 5.13%, 11/15/40 | &nbsp;&nbsp;&nbsp; 35 | 34729 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/54 | &nbsp;&nbsp;&nbsp; 50 | 49955 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/01/53 | &nbsp;&nbsp;&nbsp; 60 | 60872 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/55 | &nbsp;&nbsp;&nbsp; 70 | 73344 |
| &nbsp;&nbsp;&nbsp; 6.35%, 11/15/52 | &nbsp;&nbsp;&nbsp; 70 | 76920 |
| &nbsp;&nbsp;&nbsp; Series UU, 4.13%, 06/01/48 | &nbsp;&nbsp;&nbsp; 55 | 44713 |
| &nbsp;&nbsp;&nbsp; Series VV, 4.30%, 01/15/49 | &nbsp;&nbsp;&nbsp; 60 | 50092 |
| &nbsp;&nbsp;&nbsp; Series WW, 3.95%, 02/15/50 | &nbsp;&nbsp;&nbsp; 45 | 34990 |
| Southern Co. Gas Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/01/46 | &nbsp;&nbsp;&nbsp; 75 | 59844 |
| &nbsp;&nbsp;&nbsp; 4.40%, 06/01/43 | &nbsp;&nbsp;&nbsp; 44 | 38339 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/30/47 | &nbsp;&nbsp;&nbsp; 65 | 54972 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/15/41 | &nbsp;&nbsp;&nbsp; 51 | 53335 |
| &nbsp;&nbsp;&nbsp; Series 21A, 3.15%, 09/30/51 | &nbsp;&nbsp;&nbsp; 70 | 46144 |
| Southwest Gas Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.18%, 08/15/51 | &nbsp;&nbsp;&nbsp; 30 | 20896 |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/29/46 | &nbsp;&nbsp;&nbsp; 20 | 15442 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/01/49 | &nbsp;&nbsp;&nbsp; 40 | 32473 |
| Washington Gas Light Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/49 | &nbsp;&nbsp;&nbsp; 52 | 38593 |
| &nbsp;&nbsp;&nbsp; Series K, 3.80%, 09/15/46 | &nbsp;&nbsp;&nbsp; 45 | 35181 |
| WGL Holdings Inc., 4.60%, 11/01/44 | &nbsp;&nbsp;&nbsp; 15 | 12595 |
|  |  | 2586938 |
| **Hand & Machine Tools — 0.0%** | **Hand & Machine Tools — 0.0%** | **Hand & Machine Tools — 0.0%** |
| Snap-on Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/01/50 | &nbsp;&nbsp;&nbsp; 80 | 55662 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/48 | &nbsp;&nbsp;&nbsp; 30 | 25192 |
| Stanley Black & Decker Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/15/50 | &nbsp;&nbsp;&nbsp; 86 | 51616 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/15/48 | &nbsp;&nbsp;&nbsp; 40 | 35289 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Hand & Machine Tools (continued)** | **Hand & Machine Tools (continued)** | **Hand & Machine Tools (continued)** |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/01/40 | &nbsp;&nbsp;&nbsp; $30 | $29594 |
|  |  | 197353 |
| **Health Care - Products — 0.4%** | **Health Care - Products — 0.4%** | **Health Care - Products — 0.4%** |
| Abbott Laboratories |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/30/36 | &nbsp;&nbsp;&nbsp; 179 | 181686 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/15/43 | &nbsp;&nbsp;&nbsp; 65 | 62446 |
| &nbsp;&nbsp;&nbsp; 4.90%, 11/30/46 | &nbsp;&nbsp;&nbsp; 305 | 292065 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/27/40 | &nbsp;&nbsp;&nbsp; 60 | 62576 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/39 | &nbsp;&nbsp;&nbsp; 55 | 61565 |
| &nbsp;&nbsp;&nbsp; 6.15%, 11/30/37 | &nbsp;&nbsp;&nbsp; 68 | 77052 |
| Alcon Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.80%, 09/23/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 38725 |
| &nbsp;&nbsp;&nbsp; 5.75%, 12/06/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 20621 |
| Baxter International Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/01/51<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 80 | 51466 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/46 | &nbsp;&nbsp;&nbsp; 35 | 25410 |
| Boston Scientific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/39 | &nbsp;&nbsp;&nbsp; 50 | 48224 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/01/49 | &nbsp;&nbsp;&nbsp; 69 | 63327 |
| &nbsp;&nbsp;&nbsp; 7.38%, 01/15/40 | &nbsp;&nbsp;&nbsp; 35 | 42843 |
| Danaher Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.60%, 10/01/50 | &nbsp;&nbsp;&nbsp; 80 | 49922 |
| &nbsp;&nbsp;&nbsp; 2.80%, 12/10/51 | &nbsp;&nbsp;&nbsp; 100 | 64378 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/45 | &nbsp;&nbsp;&nbsp; 50 | 44516 |
| DH Europe Finance II SARL |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/39 | &nbsp;&nbsp;&nbsp; 100 | 82901 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/15/49 | &nbsp;&nbsp;&nbsp; 91 | 67452 |
| GE HealthCare Technologies Inc., 6.38%, 11/22/52 | &nbsp;&nbsp;&nbsp; 105 | 116388 |
| Koninklijke Philips NV |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/42 | &nbsp;&nbsp;&nbsp; 45 | 42553 |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/11/38 | &nbsp;&nbsp;&nbsp; 55 | 62297 |
| Medtronic Inc., 4.63%, 03/15/45 | &nbsp;&nbsp;&nbsp; 184 | 170186 |
| Revvity Inc., 3.63%, 03/15/51 | &nbsp;&nbsp;&nbsp; 45 | 32380 |
| Solventum Corp., 5.90%, 04/30/54 | &nbsp;&nbsp;&nbsp; 130 | 133409 |
| STERIS Irish FinCo Unlimited Co., 3.75%, 03/15/51 | &nbsp;&nbsp;&nbsp; 65 | 48650 |
| Stryker Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 06/15/50 | &nbsp;&nbsp;&nbsp; 65 | 43678 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/01/43 | &nbsp;&nbsp;&nbsp; 55 | 47517 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/44 | &nbsp;&nbsp;&nbsp; 45 | 39756 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/46 | &nbsp;&nbsp;&nbsp; 95 | 86025 |
| Thermo Fisher Scientific Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/15/41 | &nbsp;&nbsp;&nbsp; 120 | 89363 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/15/47 | &nbsp;&nbsp;&nbsp; 76 | 64382 |
| &nbsp;&nbsp;&nbsp; 4.89%, 10/07/37 | &nbsp;&nbsp;&nbsp; 80 | 80240 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/44 | &nbsp;&nbsp;&nbsp; 40 | 40033 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/10/43 | &nbsp;&nbsp;&nbsp; 40 | 40728 |
| Zimmer Biomet Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/45 | &nbsp;&nbsp;&nbsp; 45 | 39556 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/30/39 | &nbsp;&nbsp;&nbsp; 45 | 47279 |
|  |  | 2561595 |
| **Health Care - Services — 2.3%** | **Health Care - Services — 2.3%** | **Health Care - Services — 2.3%** |
| &nbsp;&nbsp;&nbsp; AdventHealth Obligated Group, Series E, 2.80%, <br> 11/15/51<br>| &nbsp;&nbsp;&nbsp; 30 | 19244 |
| Adventist Health System/West, 3.63%, 03/01/49 | &nbsp;&nbsp;&nbsp; 40 | 27962 |
| Advocate Health & Hospitals Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.39%, 10/15/49 | &nbsp;&nbsp;&nbsp; 47 | 34666 |
| &nbsp;&nbsp;&nbsp; 4.27%, 08/15/48 | &nbsp;&nbsp;&nbsp; 41 | 34958 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.01%, 06/15/50 | &nbsp;&nbsp;&nbsp; 45 | 30542 |
| Aetna Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/42 | &nbsp;&nbsp;&nbsp; 55 | 47676 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD 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; 4.75%, 03/15/44 | &nbsp;&nbsp;&nbsp; $50 | $44039 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/36 | &nbsp;&nbsp;&nbsp; 76 | 83888 |
| &nbsp;&nbsp;&nbsp; 6.75%, 12/15/37 | &nbsp;&nbsp;&nbsp; 45 | 50255 |
| AHS Hospital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.02%, 07/01/45 | &nbsp;&nbsp;&nbsp; 50 | 48156 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.78%, 07/01/51 | &nbsp;&nbsp;&nbsp; 50 | 31966 |
| Allina Health System |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 11/15/51 | &nbsp;&nbsp;&nbsp; 10 | 6479 |
| &nbsp;&nbsp;&nbsp; Series 2019, 3.89%, 04/15/49 | &nbsp;&nbsp;&nbsp; 55 | 43544 |
| Ascension Health |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 11/15/46 | &nbsp;&nbsp;&nbsp; 115 | 95909 |
| &nbsp;&nbsp;&nbsp; 4.85%, 11/15/53<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 45 | 41467 |
| &nbsp;&nbsp;&nbsp; Series B, 3.11%, 11/15/39 | &nbsp;&nbsp;&nbsp; 45 | 36225 |
| Banner Health |  |  |
| &nbsp;&nbsp;&nbsp; 2.91%, 01/01/42 | &nbsp;&nbsp;&nbsp; 35 | 26249 |
| &nbsp;&nbsp;&nbsp; 2.91%, 01/01/51 | &nbsp;&nbsp;&nbsp; 30 | 19658 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.18%, 01/01/50 | &nbsp;&nbsp;&nbsp; 35 | 24453 |
| &nbsp;&nbsp;&nbsp; Baptist Health South Florida Obligated Group, Series <br> 2021, 3.12%, 11/15/71<br>| &nbsp;&nbsp;&nbsp; 5 | 3015 |
| &nbsp;&nbsp;&nbsp; Baptist Healthcare System Obligated Group, Series <br> 20B, 3.54%, 08/15/50<br>| &nbsp;&nbsp;&nbsp; 60 | 43945 |
| &nbsp;&nbsp;&nbsp; BayCare Health System Inc., Series 2020, 3.83%, <br> 11/15/50<br>| &nbsp;&nbsp;&nbsp; 60 | 47416 |
| Baylor Scott & White Holdings |  |  |
| &nbsp;&nbsp;&nbsp; 3.97%, 11/15/46 | &nbsp;&nbsp;&nbsp; 15 | 12343 |
| &nbsp;&nbsp;&nbsp; 4.19%, 11/15/45 | &nbsp;&nbsp;&nbsp; 55 | 47194 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.84%, 11/15/50 | &nbsp;&nbsp;&nbsp; 110 | 71602 |
| &nbsp;&nbsp;&nbsp; Beth Israel Lahey Health Inc., Series L, 3.08%, <br> 07/01/51<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 6640 |
| &nbsp;&nbsp;&nbsp; Catholic Health Services of Long Island Obligated <br> Group, Series 2020, 3.37%, 07/01/50<br>| &nbsp;&nbsp;&nbsp; 20 | 14031 |
| Children's Health System of Texas, 2.51%, 08/15/50 | &nbsp;&nbsp;&nbsp; 30 | 18095 |
| Children's Hospital Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; Series 2017, 4.12%, 01/01/47 | &nbsp;&nbsp;&nbsp; 30 | 25455 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.59%, 02/01/50 | &nbsp;&nbsp;&nbsp; 45 | 28109 |
| &nbsp;&nbsp;&nbsp; Children's Hospital Medical Center/Cincinnati OH, <br> 4.27%, 05/15/44<br>| &nbsp;&nbsp;&nbsp; 40 | 35527 |
| &nbsp;&nbsp;&nbsp; Children's Hospital/DC, Series 2020, 2.93%, <br> 07/15/50<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 30 | 19780 |
| Cigna Group (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 03/15/40 | &nbsp;&nbsp;&nbsp; 130 | 103655 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/15/50 | &nbsp;&nbsp;&nbsp; 145 | 103112 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/15/51 | &nbsp;&nbsp;&nbsp; 165 | 116138 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/15/47 | &nbsp;&nbsp;&nbsp; 115 | 89824 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/15/38 | &nbsp;&nbsp;&nbsp; 189 | 182769 |
| &nbsp;&nbsp;&nbsp; 4.80%, 07/15/46 | &nbsp;&nbsp;&nbsp; 100 | 90229 |
| &nbsp;&nbsp;&nbsp; 4.90%, 12/15/48 | &nbsp;&nbsp;&nbsp; 300 | 272339 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/36 | &nbsp;&nbsp;&nbsp; 125 | 128179 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/54 | &nbsp;&nbsp;&nbsp; 90 | 88706 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/56 | &nbsp;&nbsp;&nbsp; 95 | 98960 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/15/41 | &nbsp;&nbsp;&nbsp; 61 | 65174 |
| City of Hope |  |  |
| &nbsp;&nbsp;&nbsp; Series 2013, 5.62%, 11/15/43 | &nbsp;&nbsp;&nbsp; 25 | 24988 |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.38%, 08/15/48 | &nbsp;&nbsp;&nbsp; 45 | 38055 |
| &nbsp;&nbsp;&nbsp; Cleveland Clinic Foundation (The), 4.86%, <br> 01/01/2114<br>| &nbsp;&nbsp;&nbsp; 47 | 41130 |
| CommonSpirit Health |  |  |
| &nbsp;&nbsp;&nbsp; 3.82%, 10/01/49 | &nbsp;&nbsp;&nbsp; 72 | 55077 |
| &nbsp;&nbsp;&nbsp; 3.91%, 10/01/50 | &nbsp;&nbsp;&nbsp; 75 | 56993 |
| &nbsp;&nbsp;&nbsp; 4.19%, 10/01/49 | &nbsp;&nbsp;&nbsp; 101 | 80973 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/01/42 | &nbsp;&nbsp;&nbsp; 90 | 78464 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Services (continued)** | **Health Care - Services (continued)** | **Health Care - Services (continued)** |
| &nbsp;&nbsp;&nbsp; 5.55%, 12/01/54 | &nbsp;&nbsp;&nbsp; $10 | $9744 |
| &nbsp;&nbsp;&nbsp; 5.66%, 09/01/55 | &nbsp;&nbsp;&nbsp; 20 | 19827 |
| &nbsp;&nbsp;&nbsp; 6.46%, 11/01/52 | &nbsp;&nbsp;&nbsp; 40 | 43841 |
| &nbsp;&nbsp;&nbsp; Community Health Network Inc., Series 20-A, 3.10%, <br> 05/01/50<br>| &nbsp;&nbsp;&nbsp; 10 | 6564 |
| &nbsp;&nbsp;&nbsp; Corewell Health Obligated Group, Series 19A, 3.49%, <br> 07/15/49<br>| &nbsp;&nbsp;&nbsp; 40 | 29581 |
| &nbsp;&nbsp;&nbsp; Cottage Health Obligated Group, Series 2020, 3.30%, <br> 11/01/49<br>| &nbsp;&nbsp;&nbsp; 60 | 43105 |
| &nbsp;&nbsp;&nbsp; Dartmouth-Hitchcock Health, Series B, 4.18%, <br> 08/01/48<br>| &nbsp;&nbsp;&nbsp; 40 | 31779 |
| Dignity Health, 4.50%, 11/01/42<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 35171 |
| &nbsp;&nbsp;&nbsp; Duke University Health System Inc., Series 2017, <br> 3.92%, 06/01/47<br>| &nbsp;&nbsp;&nbsp; 65 | 53380 |
| Elevance Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/50 | &nbsp;&nbsp;&nbsp; 105 | 69773 |
| &nbsp;&nbsp;&nbsp; 3.60%, 03/15/51 | &nbsp;&nbsp;&nbsp; 120 | 86651 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/15/49 | &nbsp;&nbsp;&nbsp; 95 | 70428 |
| &nbsp;&nbsp;&nbsp; 4.38%, 12/01/47 | &nbsp;&nbsp;&nbsp; 133 | 111611 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/01/48 | &nbsp;&nbsp;&nbsp; 95 | 81696 |
| &nbsp;&nbsp;&nbsp; 4.55%, 05/15/52 | &nbsp;&nbsp;&nbsp; 70 | 58836 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/42 | &nbsp;&nbsp;&nbsp; 105 | 94984 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/43 | &nbsp;&nbsp;&nbsp; 45 | 40652 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/44 | &nbsp;&nbsp;&nbsp; 95 | 84575 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/15/36 | &nbsp;&nbsp;&nbsp; 75 | 75125 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/44 | &nbsp;&nbsp;&nbsp; 56 | 53279 |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/15/53 | &nbsp;&nbsp;&nbsp; 120 | 109684 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 | &nbsp;&nbsp;&nbsp; 100 | 98309 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/15/55 | &nbsp;&nbsp;&nbsp; 130 | 128631 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/55 | &nbsp;&nbsp;&nbsp; 75 | 74371 |
| &nbsp;&nbsp;&nbsp; 5.85%, 01/15/36 | &nbsp;&nbsp;&nbsp; 25 | 26642 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/64 | &nbsp;&nbsp;&nbsp; 70 | 69443 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/15/52 | &nbsp;&nbsp;&nbsp; 85 | 88656 |
| &nbsp;&nbsp;&nbsp; 6.38%, 06/15/37 | &nbsp;&nbsp;&nbsp; 40 | 43914 |
| &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; 5 | 3908 |
| Fred Hutchinson Cancer Center, 4.97%, 01/01/52 | &nbsp;&nbsp;&nbsp; 10 | 9224 |
| Hackensack Meridian Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.21%, 07/01/48 | &nbsp;&nbsp;&nbsp; 50 | 42255 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/57 | &nbsp;&nbsp;&nbsp; 45 | 38759 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.68%, 09/01/41 | &nbsp;&nbsp;&nbsp; 10 | 7360 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.88%, 09/01/50 | &nbsp;&nbsp;&nbsp; 68 | 44489 |
| Hartford HealthCare Corp., 3.45%, 07/01/54 | &nbsp;&nbsp;&nbsp; 35 | 25546 |
| HCA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 07/15/51 | &nbsp;&nbsp;&nbsp; 150 | 104501 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/42 | &nbsp;&nbsp;&nbsp; 40 | 34699 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/15/52 | &nbsp;&nbsp;&nbsp; 205 | 171066 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/15/39 | &nbsp;&nbsp;&nbsp; 130 | 127183 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/49 | &nbsp;&nbsp;&nbsp; 180 | 165946 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/47 | &nbsp;&nbsp;&nbsp; 155 | 149097 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/55 | &nbsp;&nbsp;&nbsp; 60 | 58642 |
| &nbsp;&nbsp;&nbsp; 5.90%, 06/01/53 | &nbsp;&nbsp;&nbsp; 105 | 104670 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/15/54 | &nbsp;&nbsp;&nbsp; 110 | 110712 |
| &nbsp;&nbsp;&nbsp; 6.00%, 04/01/54 | &nbsp;&nbsp;&nbsp; 155 | 157294 |
| &nbsp;&nbsp;&nbsp; 6.10%, 04/01/64 | &nbsp;&nbsp;&nbsp; 55 | 55787 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/01/55 | &nbsp;&nbsp;&nbsp; 100 | 104195 |
| &nbsp;&nbsp;&nbsp; Health Care Service Corp. A Mutual Legal <br> Reserve Co.<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 06/01/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 130 | 84440 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 68515 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD 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; Hoag Memorial Hospital Presbyterian, 3.80%, <br> 07/15/52<br>| &nbsp;&nbsp;&nbsp; $20 | $15573 |
| Humana Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/49 | &nbsp;&nbsp;&nbsp; 65 | 49026 |
| &nbsp;&nbsp;&nbsp; 4.63%, 12/01/42 | &nbsp;&nbsp;&nbsp; 46 | 40098 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/15/47 | &nbsp;&nbsp;&nbsp; 60 | 51611 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/01/44 | &nbsp;&nbsp;&nbsp; 90 | 80249 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/53 | &nbsp;&nbsp;&nbsp; 75 | 69388 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/15/54 | &nbsp;&nbsp;&nbsp; 75 | 71760 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/01/55 | &nbsp;&nbsp;&nbsp; 15 | 14897 |
| Indiana University Health Inc. Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp; 3.97%, 11/01/48 | &nbsp;&nbsp;&nbsp; 50 | 40915 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.85%, 11/01/51 | &nbsp;&nbsp;&nbsp; 30 | 19485 |
| Inova Health System Foundation, 4.07%, 05/15/52 | &nbsp;&nbsp;&nbsp; 25 | 20311 |
| &nbsp;&nbsp;&nbsp; Integris Baptist Medical Center Inc., Series A, 3.88%, <br> 08/15/50<br>| &nbsp;&nbsp;&nbsp; 55 | 40792 |
| Iowa Health System, Series 2020, 3.67%, 02/15/50 | &nbsp;&nbsp;&nbsp; 40 | 30408 |
| &nbsp;&nbsp;&nbsp; Johns Hopkins Health System Corp. (The), 3.84%, <br> 05/15/46<br>| &nbsp;&nbsp;&nbsp; 35 | 28620 |
| Kaiser Foundation Hospitals |  |  |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/01/47 | &nbsp;&nbsp;&nbsp; 124 | 105268 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/01/42 | &nbsp;&nbsp;&nbsp; 75 | 72011 |
| &nbsp;&nbsp;&nbsp; Series 2019, 3.27%, 11/01/49 | &nbsp;&nbsp;&nbsp; 120 | 85975 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.81%, 06/01/41 | &nbsp;&nbsp;&nbsp; 135 | 101554 |
| &nbsp;&nbsp;&nbsp; Series 2021, 3.00%, 06/01/51 | &nbsp;&nbsp;&nbsp; 125 | 83912 |
| &nbsp;&nbsp;&nbsp; Laboratory Corp. of America Holdings, 4.70%, <br> 02/01/45<br>| &nbsp;&nbsp;&nbsp; 93 | 84053 |
| Mass General Brigham Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Series 2015, 4.12%, 07/01/55 | &nbsp;&nbsp;&nbsp; 30 | 24929 |
| &nbsp;&nbsp;&nbsp; Series 2017, 3.77%, 07/01/48 | &nbsp;&nbsp;&nbsp; 30 | 23680 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.19%, 07/01/49 | &nbsp;&nbsp;&nbsp; 40 | 28278 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.34%, 07/01/60 | &nbsp;&nbsp;&nbsp; 55 | 37098 |
| Mayo Clinic |  |  |
| &nbsp;&nbsp;&nbsp; 3.77%, 11/15/43 | &nbsp;&nbsp;&nbsp; 35 | 29027 |
| &nbsp;&nbsp;&nbsp; Series 2013, 4.00%, 11/15/47<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 35 | 28587 |
| &nbsp;&nbsp;&nbsp; Series 2016, 4.13%, 11/15/52 | &nbsp;&nbsp;&nbsp; 30 | 24775 |
| &nbsp;&nbsp;&nbsp; Series 2021, 3.20%, 11/15/61 | &nbsp;&nbsp;&nbsp; 65 | 42991 |
| &nbsp;&nbsp;&nbsp; McLaren Health Care Corp., Series A, 4.39%, <br> 05/15/48<br>| &nbsp;&nbsp;&nbsp; 50 | 43070 |
| MedStar Health Inc., Series 20A, 3.63%, 08/15/49 | &nbsp;&nbsp;&nbsp; 40 | 30140 |
| Memorial Health Services, 3.45%, 11/01/49 | &nbsp;&nbsp;&nbsp; 40 | 29178 |
| Memorial Sloan-Kettering Cancer Center |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 07/01/52 | &nbsp;&nbsp;&nbsp; 45 | 36988 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/01/42 | &nbsp;&nbsp;&nbsp; 40 | 39106 |
| &nbsp;&nbsp;&nbsp; Series 2015, 4.20%, 07/01/55 | &nbsp;&nbsp;&nbsp; 5 | 4192 |
| &nbsp;&nbsp;&nbsp; Series 2020, 2.96%, 01/01/50 | &nbsp;&nbsp;&nbsp; 50 | 33812 |
| &nbsp;&nbsp;&nbsp; Methodist Hospital (The), Series 20A, 2.71%, <br> 12/01/50<br>| &nbsp;&nbsp;&nbsp; 15 | 9489 |
| Montefiore Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp; 4.29%, 09/01/50 | &nbsp;&nbsp;&nbsp; 30 | 21342 |
| &nbsp;&nbsp;&nbsp; Series 18-C, 5.25%, 11/01/48<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 42221 |
| &nbsp;&nbsp;&nbsp; Mount Nittany Medical Center Obligated Group, <br> 3.80%, 11/15/52<br>| &nbsp;&nbsp;&nbsp; 20 | 15238 |
| MyMichigan Health, Series 2020, 3.41%, 06/01/50 | &nbsp;&nbsp;&nbsp; 40 | 28494 |
| Nationwide Children's Hospital Inc., 4.56%, 11/01/52 | &nbsp;&nbsp;&nbsp; 5 | 4423 |
| New York and Presbyterian Hospital (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.26%, 08/01/40 | &nbsp;&nbsp;&nbsp; 35 | 24969 |
| &nbsp;&nbsp;&nbsp; 2.61%, 08/01/60<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 20 | 11321 |
| &nbsp;&nbsp;&nbsp; 4.02%, 08/01/45 | &nbsp;&nbsp;&nbsp; 75 | 63426 |
| &nbsp;&nbsp;&nbsp; 4.06%, 08/01/56 | &nbsp;&nbsp;&nbsp; 15 | 12016 |
| &nbsp;&nbsp;&nbsp; Series 2019, 3.95%, 08/01/2119 | &nbsp;&nbsp;&nbsp; 65 | 45894 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Health Care - Services (continued)** | **Health Care - Services (continued)** | **Health Care - Services (continued)** |
| Northwell Healthcare Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.81%, 11/01/49 | &nbsp;&nbsp;&nbsp; $40 | $30157 |
| &nbsp;&nbsp;&nbsp; 3.98%, 11/01/46 | &nbsp;&nbsp;&nbsp; 55 | 43949 |
| &nbsp;&nbsp;&nbsp; 4.26%, 11/01/47 | &nbsp;&nbsp;&nbsp; 85 | 70834 |
| Novant Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.64%, 11/01/36 | &nbsp;&nbsp;&nbsp; 70 | 56868 |
| &nbsp;&nbsp;&nbsp; 3.17%, 11/01/51 | &nbsp;&nbsp;&nbsp; 85 | 58292 |
| &nbsp;&nbsp;&nbsp; 3.32%, 11/01/61 | &nbsp;&nbsp;&nbsp; 10 | 6599 |
| NYU Langone Hospitals |  |  |
| &nbsp;&nbsp;&nbsp; 4.37%, 07/01/47 | &nbsp;&nbsp;&nbsp; 70 | 62140 |
| &nbsp;&nbsp;&nbsp; 4.78%, 07/01/44 | &nbsp;&nbsp;&nbsp; 25 | 23212 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/01/43 | &nbsp;&nbsp;&nbsp; 5 | 5216 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.38%, 07/01/55<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 40 | 28125 |
| OhioHealth Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.83%, 11/15/41 | &nbsp;&nbsp;&nbsp; 5 | 3737 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.04%, 11/15/50 | &nbsp;&nbsp;&nbsp; 50 | 34765 |
| Orlando Health Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp; 3.33%, 10/01/50 | &nbsp;&nbsp;&nbsp; 30 | 21847 |
| &nbsp;&nbsp;&nbsp; 4.09%, 10/01/48 | &nbsp;&nbsp;&nbsp; 40 | 33161 |
| PeaceHealth Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.79%, 11/15/48 | &nbsp;&nbsp;&nbsp; 45 | 39564 |
| &nbsp;&nbsp;&nbsp; Series 2020, 3.22%, 11/15/50 | &nbsp;&nbsp;&nbsp; 30 | 19925 |
| Piedmont Healthcare Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.86%, 01/01/52<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 55 | 35558 |
| &nbsp;&nbsp;&nbsp; Series 2042, 2.72%, 01/01/42 | &nbsp;&nbsp;&nbsp; 10 | 7199 |
| Providence St. Joseph Health Obligated Group |  |  |
| &nbsp;&nbsp;&nbsp; Series 21A, 2.70%, 10/01/51 | &nbsp;&nbsp;&nbsp; 85 | 51390 |
| &nbsp;&nbsp;&nbsp; Series A, 3.93%, 10/01/48 | &nbsp;&nbsp;&nbsp; 40 | 31393 |
| &nbsp;&nbsp;&nbsp; Series I, 3.74%, 10/01/47 | &nbsp;&nbsp;&nbsp; 35 | 26972 |
| Quest Diagnostics Inc., 4.70%, 03/30/45 | &nbsp;&nbsp;&nbsp; 40 | 36693 |
| &nbsp;&nbsp;&nbsp; Rady Children's Hospital-San Diego, Series 21A, <br> 3.15%, 08/15/51<br>| &nbsp;&nbsp;&nbsp; 40 | 27451 |
| Roche Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.61%, 12/13/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 205 | 127978 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/28/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 105 | 90204 |
| &nbsp;&nbsp;&nbsp; 7.00%, 03/01/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 125 | 151103 |
| &nbsp;&nbsp;&nbsp; Seattle Children's Hospital, Series 2021, 2.72%, <br> 10/01/50<br>| &nbsp;&nbsp;&nbsp; 45 | 28631 |
| Sentara Health, 2.93%, 11/01/51 | &nbsp;&nbsp;&nbsp; 15 | 9769 |
| Sharp HealthCare, Series 20B, 2.68%, 08/01/50 | &nbsp;&nbsp;&nbsp; 25 | 15813 |
| Stanford Health Care |  |  |
| &nbsp;&nbsp;&nbsp; 3.03%, 08/15/51 | &nbsp;&nbsp;&nbsp; 10 | 6731 |
| &nbsp;&nbsp;&nbsp; Series 2018, 3.80%, 11/15/48 | &nbsp;&nbsp;&nbsp; 83 | 66136 |
| Sutter Health |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/53 | &nbsp;&nbsp;&nbsp; 45 | 45741 |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.09%, 08/15/48 | &nbsp;&nbsp;&nbsp; 36 | 29942 |
| &nbsp;&nbsp;&nbsp; Series 20A, 3.16%, 08/15/40 | &nbsp;&nbsp;&nbsp; 25 | 20030 |
| &nbsp;&nbsp;&nbsp; Series 20A, 3.36%, 08/15/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 43235 |
| Texas Health Resources |  |  |
| &nbsp;&nbsp;&nbsp; 2.33%, 11/15/50 | &nbsp;&nbsp;&nbsp; 20 | 11687 |
| &nbsp;&nbsp;&nbsp; 4.33%, 11/15/55 | &nbsp;&nbsp;&nbsp; 45 | 38622 |
| Toledo Hospital (The) |  |  |
| &nbsp;&nbsp;&nbsp; 4.98%, 11/15/45 | &nbsp;&nbsp;&nbsp; 30 | 25852 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/38 | &nbsp;&nbsp;&nbsp; 50 | 50510 |
| &nbsp;&nbsp;&nbsp; 6.02%, 11/15/48 | &nbsp;&nbsp;&nbsp; 45 | 44342 |
| Trinity Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/01/45 | &nbsp;&nbsp;&nbsp; 50 | 42748 |
| &nbsp;&nbsp;&nbsp; Series 2019, 3.43%, 12/01/48 | &nbsp;&nbsp;&nbsp; 25 | 19381 |
| &nbsp;&nbsp;&nbsp; Series 2021, 2.63%, 12/01/40 | &nbsp;&nbsp;&nbsp; 35 | 26125 |
| &nbsp;&nbsp;&nbsp; UMass Memorial Health Care Obligated Group, <br> 5.36%, 07/01/52<br>| &nbsp;&nbsp;&nbsp; 15 | 14290 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD 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)** |
| UnitedHealth Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 05/15/40 | &nbsp;&nbsp;&nbsp; $70 | $53072 |
| &nbsp;&nbsp;&nbsp; 2.90%, 05/15/50 | &nbsp;&nbsp;&nbsp; 125 | 81172 |
| &nbsp;&nbsp;&nbsp; 3.05%, 05/15/41 | &nbsp;&nbsp;&nbsp; 170 | 130698 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/60 | &nbsp;&nbsp;&nbsp; 90 | 56157 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/51 | &nbsp;&nbsp;&nbsp; 245 | 169173 |
| &nbsp;&nbsp;&nbsp; 3.50%, 08/15/39 | &nbsp;&nbsp;&nbsp; 130 | 109796 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/15/49 | &nbsp;&nbsp;&nbsp; 140 | 105918 |
| &nbsp;&nbsp;&nbsp; 3.75%, 10/15/47 | &nbsp;&nbsp;&nbsp; 90 | 69875 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/59 | &nbsp;&nbsp;&nbsp; 130 | 95770 |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/15/42 | &nbsp;&nbsp;&nbsp; 55 | 46264 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/15/47 | &nbsp;&nbsp;&nbsp; 105 | 87500 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/43 | &nbsp;&nbsp;&nbsp; 103 | 89680 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/47 | &nbsp;&nbsp;&nbsp; 85 | 71300 |
| &nbsp;&nbsp;&nbsp; 4.25%, 06/15/48 | &nbsp;&nbsp;&nbsp; 150 | 125042 |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/42 | &nbsp;&nbsp;&nbsp; 100 | 89543 |
| &nbsp;&nbsp;&nbsp; 4.45%, 12/15/48 | &nbsp;&nbsp;&nbsp; 140 | 119894 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/41 | &nbsp;&nbsp;&nbsp; 90 | 83425 |
| &nbsp;&nbsp;&nbsp; 4.75%, 07/15/45 | &nbsp;&nbsp;&nbsp; 122 | 111419 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/52 | &nbsp;&nbsp;&nbsp; 205 | 181009 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/15/62 | &nbsp;&nbsp;&nbsp; 95 | 83565 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/15/53 | &nbsp;&nbsp;&nbsp; 205 | 188813 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/63 | &nbsp;&nbsp;&nbsp; 155 | 142522 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/15/54 | &nbsp;&nbsp;&nbsp; 165 | 159463 |
| &nbsp;&nbsp;&nbsp; 5.50%, 07/15/44 | &nbsp;&nbsp;&nbsp; 110 | 110842 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/64 | &nbsp;&nbsp;&nbsp; 120 | 115489 |
| &nbsp;&nbsp;&nbsp; 5.63%, 07/15/54 | &nbsp;&nbsp;&nbsp; 205 | 205329 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/64 | &nbsp;&nbsp;&nbsp; 155 | 155416 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/36 | &nbsp;&nbsp;&nbsp; 90 | 96748 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/15/53 | &nbsp;&nbsp;&nbsp; 145 | 149213 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/15/41 | &nbsp;&nbsp;&nbsp; 50 | 53537 |
| &nbsp;&nbsp;&nbsp; 5.95%, 06/15/55 | &nbsp;&nbsp;&nbsp; 25 | 26182 |
| &nbsp;&nbsp;&nbsp; 6.05%, 02/15/63 | &nbsp;&nbsp;&nbsp; 160 | 167606 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/15/37 | &nbsp;&nbsp;&nbsp; 50 | 56494 |
| &nbsp;&nbsp;&nbsp; 6.63%, 11/15/37 | &nbsp;&nbsp;&nbsp; 65 | 74351 |
| &nbsp;&nbsp;&nbsp; 6.88%, 02/15/38 | &nbsp;&nbsp;&nbsp; 80 | 93284 |
| UPMC, 5.38%, 05/15/43 | &nbsp;&nbsp;&nbsp; 25 | 24846 |
| &nbsp;&nbsp;&nbsp; West Virginia United Health System Obligated Group, <br> Series 2020, 3.13%, 06/01/50<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 40 | 25945 |
| Willis-Knighton Medical Center |  |  |
| &nbsp;&nbsp;&nbsp; Series 2018, 4.81%, 09/01/48 | &nbsp;&nbsp;&nbsp; 34 | 30374 |
| &nbsp;&nbsp;&nbsp; Series 2021, 3.07%, 03/01/51 | &nbsp;&nbsp;&nbsp; 45 | 28833 |
| &nbsp;&nbsp;&nbsp; Yale-New Haven Health Services Corp., Series 2020, <br> 2.50%, 07/01/50<br>| &nbsp;&nbsp;&nbsp; 55 | 32992 |
|  |  | 13646851 |
| **Holding Companies - Diversified — 0.2%** | **Holding Companies - Diversified — 0.2%** | **Holding Companies - Diversified — 0.2%** |
| Gaci First Investment Co. |  |  |
| &nbsp;&nbsp;&nbsp; 5.13%, 02/14/53<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 182742 |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/29/54<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 189129 |
| JAB Holdings BV |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/28/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 24256 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/08/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 3939 |
| MDGH GMTN RSC Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 06/07/51<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 145874 |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/07/49<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 155132 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/21/50<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 161632 |
| Temasek Financial I Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 10/06/70<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 146297 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/02/61<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 163898 |
|  |  | 1172899 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Home Builders — 0.0%** | **Home Builders — 0.0%** | **Home Builders — 0.0%** |
| Sekisui House U.S., Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.97%, 08/06/61 | &nbsp;&nbsp;&nbsp; $15 | $10283 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/43 | &nbsp;&nbsp;&nbsp; 55 | 51583 |
|  |  | 61866 |
| **Home Furnishings — 0.0%** | **Home Furnishings — 0.0%** | **Home Furnishings — 0.0%** |
| Leggett & Platt Inc., 3.50%, 11/15/51 | &nbsp;&nbsp;&nbsp; 50 | 32479 |
| Whirlpool Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/46 | &nbsp;&nbsp;&nbsp; 56 | 43167 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 45861 |
|  |  | 121507 |
| **Household Products & Wares — 0.1%** | **Household Products & Wares — 0.1%** | **Household Products & Wares — 0.1%** |
| Church & Dwight Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/01/47 | &nbsp;&nbsp;&nbsp; 65 | 52593 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/52 | &nbsp;&nbsp;&nbsp; 50 | 46435 |
| Kimberly-Clark Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 02/07/50 | &nbsp;&nbsp;&nbsp; 30 | 19995 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/30/46 | &nbsp;&nbsp;&nbsp; 65 | 47388 |
| &nbsp;&nbsp;&nbsp; 3.90%, 05/04/47 | &nbsp;&nbsp;&nbsp; 60 | 48203 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/41 | &nbsp;&nbsp;&nbsp; 30 | 30443 |
| &nbsp;&nbsp;&nbsp; 6.63%, 08/01/37 | &nbsp;&nbsp;&nbsp; 105 | 122665 |
| SC Johnson & Son Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 10/15/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 35941 |
| &nbsp;&nbsp;&nbsp; 4.80%, 09/01/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 48090 |
|  |  | 451753 |
| **Housewares — 0.0%** | **Housewares — 0.0%** | **Housewares — 0.0%** |
| Newell Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 7.38%, 04/01/36 | &nbsp;&nbsp;&nbsp; 48 | 44530 |
| &nbsp;&nbsp;&nbsp; 7.50%, 04/01/46 | &nbsp;&nbsp;&nbsp; 72 | 59278 |
|  |  | 103808 |
| **Insurance — 2.2%** | **Insurance — 2.2%** | **Insurance — 2.2%** |
| 200 Park Funding Trust, 5.74%, 02/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 195 | 196023 |
| Aflac Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/15/46 | &nbsp;&nbsp;&nbsp; 40 | 32591 |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/15/49 | &nbsp;&nbsp;&nbsp; 80 | 71655 |
| AIA Group Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 09/16/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 225 | 179850 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/16/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 50358 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/30/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 34389 |
| Alleghany Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/15/51 | &nbsp;&nbsp;&nbsp; 50 | 34550 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/15/44 | &nbsp;&nbsp;&nbsp; 50 | 46512 |
| Allstate Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 08/10/49 | &nbsp;&nbsp;&nbsp; 60 | 46548 |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/15/46 | &nbsp;&nbsp;&nbsp; 75 | 62766 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/43 | &nbsp;&nbsp;&nbsp; 35 | 31170 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/36 | &nbsp;&nbsp;&nbsp; 50 | 53855 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/15/67, (3-mo. SOFR US + 2.38%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 35 | 36798 |
| American Financial Group Inc./OH, 4.50%, 06/15/47 | &nbsp;&nbsp;&nbsp; 70 | 59410 |
| American International Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/30/50 | &nbsp;&nbsp;&nbsp; 110 | 92871 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/16/44 | &nbsp;&nbsp;&nbsp; 85 | 75679 |
| &nbsp;&nbsp;&nbsp; 4.75%, 04/01/48 | &nbsp;&nbsp;&nbsp; 100 | 89770 |
| AmFam Holdings Inc., 3.83%, 03/11/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 32 | 21632 |
| Aon Corp., 6.25%, 09/30/40 | &nbsp;&nbsp;&nbsp; 30 | 33128 |
| Aon Corp./Aon Global Holdings PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/23/51 | &nbsp;&nbsp;&nbsp; 60 | 37860 |
| &nbsp;&nbsp;&nbsp; 3.90%, 02/28/52 | &nbsp;&nbsp;&nbsp; 85 | 64478 |
| Aon Global Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/14/44 | &nbsp;&nbsp;&nbsp; 50 | 44281 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/45 | &nbsp;&nbsp;&nbsp; 54 | 48530 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Aon North America Inc., 5.75%, 03/01/54 | &nbsp;&nbsp;&nbsp; $190 | $192247 |
| Arch Capital Finance LLC, 5.03%, 12/15/46 | &nbsp;&nbsp;&nbsp; 50 | 47503 |
| Arch Capital Group Ltd., 3.64%, 06/30/50 | &nbsp;&nbsp;&nbsp; 90 | 68074 |
| Arch Capital Group U.S. Inc., 5.14%, 11/01/43 | &nbsp;&nbsp;&nbsp; 55 | 53136 |
| Arthur J Gallagher & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/09/52 | &nbsp;&nbsp;&nbsp; 50 | 32075 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/20/51 | &nbsp;&nbsp;&nbsp; 100 | 70994 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/55 | &nbsp;&nbsp;&nbsp; 155 | 150570 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/02/53 | &nbsp;&nbsp;&nbsp; 72 | 71604 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/15/54 | &nbsp;&nbsp;&nbsp; 60 | 59702 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/54 | &nbsp;&nbsp;&nbsp; 35 | 39179 |
| &nbsp;&nbsp;&nbsp; Assured Guaranty Municipal Holdings Inc., 6.40%, <br> 12/15/66, (3-mo. SOFR US + 2.48%)<sup>(a)(c)</sup><br>| &nbsp;&nbsp;&nbsp; 30 | 28013 |
| &nbsp;&nbsp;&nbsp; Assured Guaranty U.S. Holdings Inc., 3.60%, <br> 09/15/51<br>| &nbsp;&nbsp;&nbsp; 50 | 35984 |
| Athene Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/15/52 | &nbsp;&nbsp;&nbsp; 50 | 32357 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/25/51 | &nbsp;&nbsp;&nbsp; 70 | 49402 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/01/54 | &nbsp;&nbsp;&nbsp; 85 | 84072 |
| &nbsp;&nbsp;&nbsp; 6.63%, 05/19/55 | &nbsp;&nbsp;&nbsp; 35 | 36277 |
| Beacon Funding Trust, 6.27%, 08/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 102416 |
| Belrose Funding Trust II, 6.79%, 05/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 104372 |
| Berkshire Hathaway Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 01/15/51 | &nbsp;&nbsp;&nbsp; 60 | 36804 |
| &nbsp;&nbsp;&nbsp; 2.85%, 10/15/50 | &nbsp;&nbsp;&nbsp; 155 | 102081 |
| &nbsp;&nbsp;&nbsp; 3.85%, 03/15/52 | &nbsp;&nbsp;&nbsp; 240 | 189110 |
| &nbsp;&nbsp;&nbsp; 4.20%, 08/15/48 | &nbsp;&nbsp;&nbsp; 233 | 198842 |
| &nbsp;&nbsp;&nbsp; 4.25%, 01/15/49 | &nbsp;&nbsp;&nbsp; 196 | 168599 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/43 | &nbsp;&nbsp;&nbsp; 50 | 45119 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/42 | &nbsp;&nbsp;&nbsp; 95 | 88864 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/40 | &nbsp;&nbsp;&nbsp; 63 | 69008 |
| Berkshire Hathaway Inc., 4.50%, 02/11/43<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 105 | 99861 |
| Brighthouse Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 12/22/51 | &nbsp;&nbsp;&nbsp; 40 | 24931 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/22/47 | &nbsp;&nbsp;&nbsp; 99 | 74082 |
| Brown & Brown Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/17/52 | &nbsp;&nbsp;&nbsp; 65 | 57001 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/23/55 | &nbsp;&nbsp;&nbsp; 45 | 47172 |
| Chubb Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/11/37 | &nbsp;&nbsp;&nbsp; 56 | 61368 |
| &nbsp;&nbsp;&nbsp; Series 1, 6.50%, 05/15/38 | &nbsp;&nbsp;&nbsp; 70 | 79564 |
| Chubb INA Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.85%, 12/15/51 | &nbsp;&nbsp;&nbsp; 65 | 42454 |
| &nbsp;&nbsp;&nbsp; 3.05%, 12/15/61 | &nbsp;&nbsp;&nbsp; 105 | 65978 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/13/43 | &nbsp;&nbsp;&nbsp; 55 | 48137 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/03/45 | &nbsp;&nbsp;&nbsp; 155 | 137403 |
| &nbsp;&nbsp;&nbsp; 6.70%, 05/15/36 | &nbsp;&nbsp;&nbsp; 30 | 34677 |
| Corebridge Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/05/42 | &nbsp;&nbsp;&nbsp; 45 | 38755 |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/05/52 | &nbsp;&nbsp;&nbsp; 125 | 102038 |
| Empower Finance 2020 LP, 3.08%, 09/17/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 42929 |
| Equitable Holdings Inc., 5.00%, 04/20/48 | &nbsp;&nbsp;&nbsp; 73 | 66228 |
| Everest Reinsurance Holdings Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 10/15/52 | &nbsp;&nbsp;&nbsp; 100 | 64040 |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/15/50 | &nbsp;&nbsp;&nbsp; 95 | 67017 |
| &nbsp;&nbsp;&nbsp; 4.87%, 06/01/44 | &nbsp;&nbsp;&nbsp; 40 | 36128 |
| Fairfax Financial Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 6.10%, 03/15/55 | &nbsp;&nbsp;&nbsp; 50 | 50722 |
| &nbsp;&nbsp;&nbsp; 6.35%, 03/22/54 | &nbsp;&nbsp;&nbsp; 45 | 47015 |
| &nbsp;&nbsp;&nbsp; 6.50%, 05/20/55 | &nbsp;&nbsp;&nbsp; 10 | 10770 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| Farmers Insurance Exchange |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/57<sup>(a)(c)</sup> | &nbsp;&nbsp;&nbsp; $45 | $38744 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/15/64, (10-year CMT + 3.86%)<sup>(a)(c)</sup> | &nbsp;&nbsp;&nbsp; 10 | 10490 |
| Fidelity National Financial Inc., 3.20%, 09/17/51 | &nbsp;&nbsp;&nbsp; 60 | 38675 |
| Five Corners Funding Trust IV, 6.00%, 02/15/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 31247 |
| Global Atlantic Fin Co., 6.75%, 03/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5128 |
| &nbsp;&nbsp;&nbsp; Great-West Lifeco Finance 2018 LP, 4.58%, <br> 05/17/48<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 55 | 48500 |
| &nbsp;&nbsp;&nbsp; Great-West Lifeco Finance Delaware LP, 4.15%, <br> 06/03/47<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 65 | 53604 |
| Guardian Life Insurance Co. of America (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/22/70<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 23806 |
| &nbsp;&nbsp;&nbsp; 4.85%, 01/24/77<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 50666 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/19/64<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 44091 |
| Hartford Financial Services Group Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 09/15/51 | &nbsp;&nbsp;&nbsp; 15 | 9806 |
| &nbsp;&nbsp;&nbsp; 3.60%, 08/19/49 | &nbsp;&nbsp;&nbsp; 85 | 64315 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/15/43 | &nbsp;&nbsp;&nbsp; 50 | 43783 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/48 | &nbsp;&nbsp;&nbsp; 55 | 47599 |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/15/36 | &nbsp;&nbsp;&nbsp; 30 | 32741 |
| &nbsp;&nbsp;&nbsp; 6.10%, 10/01/41 | &nbsp;&nbsp;&nbsp; 45 | 48752 |
| Jackson Financial Inc., 4.00%, 11/23/51 | &nbsp;&nbsp;&nbsp; 60 | 42466 |
| Liberty Mutual Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 195 | 147503 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/60<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 56604 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/01/61<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 54883 |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 75745 |
| &nbsp;&nbsp;&nbsp; 7.80%, 03/07/87<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 57328 |
| Lincoln National Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 03/01/48 | &nbsp;&nbsp;&nbsp; 27 | 21821 |
| &nbsp;&nbsp;&nbsp; 7.00%, 06/15/40 | &nbsp;&nbsp;&nbsp; 55 | 62345 |
| Loews Corp., 4.13%, 05/15/43 | &nbsp;&nbsp;&nbsp; 65 | 56058 |
| Manulife Financial Corp., 5.38%, 03/04/46 | &nbsp;&nbsp;&nbsp; 80 | 80162 |
| Markel Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/07/52 | &nbsp;&nbsp;&nbsp; 65 | 44873 |
| &nbsp;&nbsp;&nbsp; 4.15%, 09/17/50 | &nbsp;&nbsp;&nbsp; 51 | 40059 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/01/47 | &nbsp;&nbsp;&nbsp; 20 | 16428 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/05/46 | &nbsp;&nbsp;&nbsp; 40 | 36248 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/20/49 | &nbsp;&nbsp;&nbsp; 60 | 53979 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/16/54 | &nbsp;&nbsp;&nbsp; 65 | 66809 |
| Marsh & McLennan Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/15/51 | &nbsp;&nbsp;&nbsp; 40 | 25824 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/48 | &nbsp;&nbsp;&nbsp; 40 | 33536 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/30/47 | &nbsp;&nbsp;&nbsp; 55 | 47363 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/39 | &nbsp;&nbsp;&nbsp; 60 | 58401 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/49 | &nbsp;&nbsp;&nbsp; 140 | 128399 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/44 | &nbsp;&nbsp;&nbsp; 50 | 49508 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/55 | &nbsp;&nbsp;&nbsp; 180 | 176067 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/53 | &nbsp;&nbsp;&nbsp; 70 | 68905 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/15/54 | &nbsp;&nbsp;&nbsp; 60 | 58982 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/53 | &nbsp;&nbsp;&nbsp; 45 | 46005 |
| &nbsp;&nbsp;&nbsp; 6.25%, 11/01/52 | &nbsp;&nbsp;&nbsp; 45 | 49491 |
| Massachusetts Mutual Life Insurance Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 12/01/61<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 24567 |
| &nbsp;&nbsp;&nbsp; 3.38%, 04/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 30964 |
| &nbsp;&nbsp;&nbsp; 3.73%, 10/15/70<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 76 | 50202 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/01/77<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 41634 |
| &nbsp;&nbsp;&nbsp; 5.08%, 02/15/69<sup>(a)(c)</sup> | &nbsp;&nbsp;&nbsp; 20 | 18312 |
| &nbsp;&nbsp;&nbsp; 5.67%, 12/01/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 90 | 88148 |
| MetLife Capital Trust IV, 7.88%, 12/15/67<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 33358 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| MetLife Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/01/45 | &nbsp;&nbsp;&nbsp; $100 | $83368 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/13/42 | &nbsp;&nbsp;&nbsp; 101 | 86840 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/13/46 | &nbsp;&nbsp;&nbsp; 95 | 86006 |
| &nbsp;&nbsp;&nbsp; 4.72%, 12/15/44 | &nbsp;&nbsp;&nbsp; 75 | 68743 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/13/43 | &nbsp;&nbsp;&nbsp; 116 | 108730 |
| &nbsp;&nbsp;&nbsp; 5.00%, 07/15/52 | &nbsp;&nbsp;&nbsp; 120 | 111328 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/15/54 | &nbsp;&nbsp;&nbsp; 120 | 115997 |
| &nbsp;&nbsp;&nbsp; 5.88%, 02/06/41 | &nbsp;&nbsp;&nbsp; 100 | 105769 |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/15/66 | &nbsp;&nbsp;&nbsp; 130 | 136533 |
| &nbsp;&nbsp;&nbsp; 10.75%, 08/01/69 | &nbsp;&nbsp;&nbsp; 31 | 41276 |
| &nbsp;&nbsp;&nbsp; Mutual of Omaha Insurance Co., 6.14%, 01/16/64, <br> (10-year CMT + 2.95%)<sup>(a)(c)</sup><br>| &nbsp;&nbsp;&nbsp; 35 | 36759 |
| Nationwide Financial Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/30/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 105 | 81086 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/18/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 38074 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/15/87 | &nbsp;&nbsp;&nbsp; 30 | 30040 |
| Nationwide Mutual Insurance Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/30/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 140 | 111370 |
| &nbsp;&nbsp;&nbsp; 9.38%, 08/15/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 95013 |
| New York Life Insurance Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 113153 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/15/69<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 79485 |
| &nbsp;&nbsp;&nbsp; 6.75%, 11/15/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 115391 |
| Northwestern Mutual Life Insurance Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.45%, 03/30/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 115 | 82188 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/30/59<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 105256 |
| &nbsp;&nbsp;&nbsp; 3.85%, 09/30/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 110 | 86708 |
| &nbsp;&nbsp;&nbsp; 6.06%, 03/30/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 125 | 134395 |
| Old Republic International Corp., 3.85%, 06/11/51 | &nbsp;&nbsp;&nbsp; 75 | 55574 |
| Pacific Life Insurance Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 10/24/67<sup>(a)(c)</sup> | &nbsp;&nbsp;&nbsp; 75 | 61021 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 15376 |
| Pacific LifeCorp |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 09/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 56494 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/30/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 47807 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 73278 |
| &nbsp;&nbsp;&nbsp; Penn Mutual Life Insurance Co. (The), 3.80%, <br> 04/29/61<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 60 | 40806 |
| Pine Street Trust II, 5.57%, 02/15/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 110 | 104452 |
| Pine Street Trust III, 6.22%, 05/15/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30679 |
| Principal Financial Group Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/46 | &nbsp;&nbsp;&nbsp; 45 | 38519 |
| &nbsp;&nbsp;&nbsp; 4.35%, 05/15/43 | &nbsp;&nbsp;&nbsp; 46 | 40246 |
| &nbsp;&nbsp;&nbsp; 4.63%, 09/15/42 | &nbsp;&nbsp;&nbsp; 20 | 18313 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/53 | &nbsp;&nbsp;&nbsp; 105 | 104588 |
| &nbsp;&nbsp;&nbsp; 6.05%, 10/15/36 | &nbsp;&nbsp;&nbsp; 50 | 54685 |
| Progressive Corp. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | &nbsp;&nbsp;&nbsp; 60 | 46168 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/26/50 | &nbsp;&nbsp;&nbsp; 50 | 40169 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/15/47 | &nbsp;&nbsp;&nbsp; 87 | 73437 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 | &nbsp;&nbsp;&nbsp; 60 | 50884 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/25/44 | &nbsp;&nbsp;&nbsp; 45 | 39944 |
| Provident Financing Trust I, 7.41%, 03/15/38 | &nbsp;&nbsp;&nbsp; 25 | 27422 |
| Prudential Financial Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/10/40 | &nbsp;&nbsp;&nbsp; 50 | 39278 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/13/51 | &nbsp;&nbsp;&nbsp; 170 | 128701 |
| &nbsp;&nbsp;&nbsp; 3.91%, 12/07/47 | &nbsp;&nbsp;&nbsp; 90 | 72065 |
| &nbsp;&nbsp;&nbsp; 3.94%, 12/07/49 | &nbsp;&nbsp;&nbsp; 120 | 94798 |
| &nbsp;&nbsp;&nbsp; 4.35%, 02/25/50 | &nbsp;&nbsp;&nbsp; 120 | 101304 |
| &nbsp;&nbsp;&nbsp; 4.42%, 03/27/48 | &nbsp;&nbsp;&nbsp; 55 | 47280 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Insurance (continued)** | **Insurance (continued)** | **Insurance (continued)** |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/15/44 | &nbsp;&nbsp;&nbsp; $88 | $79030 |
| &nbsp;&nbsp;&nbsp; 5.70%, 12/14/36 | &nbsp;&nbsp;&nbsp; 55 | 58827 |
| &nbsp;&nbsp;&nbsp; 6.63%, 12/01/37 | &nbsp;&nbsp;&nbsp; 50 | 57289 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/21/40 | &nbsp;&nbsp;&nbsp; 50 | 57810 |
| Securian Financial Group Inc., 4.80%, 04/15/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 35604 |
| Selective Insurance Group Inc., 5.38%, 03/01/49 | &nbsp;&nbsp;&nbsp; 45 | 41789 |
| Symetra Life Insurance Co., 6.55%, 10/01/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 5269 |
| Teachers Insurance & Annuity Association of America |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 05/15/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 145 | 100677 |
| &nbsp;&nbsp;&nbsp; 4.27%, 05/15/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 210 | 175764 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/15/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 145 | 133756 |
| &nbsp;&nbsp;&nbsp; 6.85%, 12/16/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 115897 |
| Transatlantic Holdings Inc., 8.00%, 11/30/39 | &nbsp;&nbsp;&nbsp; 35 | 44549 |
| Travelers Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 04/27/50 | &nbsp;&nbsp;&nbsp; 50 | 30871 |
| &nbsp;&nbsp;&nbsp; 3.05%, 06/08/51 | &nbsp;&nbsp;&nbsp; 50 | 33719 |
| &nbsp;&nbsp;&nbsp; 3.75%, 05/15/46 | &nbsp;&nbsp;&nbsp; 45 | 35844 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/30/47 | &nbsp;&nbsp;&nbsp; 85 | 70035 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/07/48 | &nbsp;&nbsp;&nbsp; 60 | 49393 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/04/49 | &nbsp;&nbsp;&nbsp; 60 | 49493 |
| &nbsp;&nbsp;&nbsp; 4.30%, 08/25/45 | &nbsp;&nbsp;&nbsp; 35 | 30378 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/01/43 | &nbsp;&nbsp;&nbsp; 35 | 31864 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/01/40 | &nbsp;&nbsp;&nbsp; 95 | 97523 |
| &nbsp;&nbsp;&nbsp; 5.45%, 05/25/53 | &nbsp;&nbsp;&nbsp; 85 | 85231 |
| &nbsp;&nbsp;&nbsp; 5.70%, 07/24/55 | &nbsp;&nbsp;&nbsp; 25 | 25954 |
| &nbsp;&nbsp;&nbsp; 6.25%, 06/15/37 | &nbsp;&nbsp;&nbsp; 65 | 72825 |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/20/36 | &nbsp;&nbsp;&nbsp; 40 | 46410 |
| Unum Group |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/15/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 53339 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/51 | &nbsp;&nbsp;&nbsp; 25 | 19177 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/15/49 | &nbsp;&nbsp;&nbsp; 50 | 40851 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/15/42 | &nbsp;&nbsp;&nbsp; 65 | 65231 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/54 | &nbsp;&nbsp;&nbsp; 25 | 24843 |
| W R Berkley Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.15%, 09/30/61 | &nbsp;&nbsp;&nbsp; 45 | 28371 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/30/52 | &nbsp;&nbsp;&nbsp; 25 | 18003 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/12/50 | &nbsp;&nbsp;&nbsp; 65 | 50842 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/44 | &nbsp;&nbsp;&nbsp; 40 | 36958 |
| Western & Southern Life Insurance Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/28/61<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 42023 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/15/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 51214 |
| Willis North America Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 09/15/49 | &nbsp;&nbsp;&nbsp; 55 | 41743 |
| &nbsp;&nbsp;&nbsp; 5.05%, 09/15/48 | &nbsp;&nbsp;&nbsp; 35 | 32048 |
| &nbsp;&nbsp;&nbsp; 5.90%, 03/05/54 | &nbsp;&nbsp;&nbsp; 80 | 81049 |
| XL Group Ltd., 5.25%, 12/15/43 | &nbsp;&nbsp;&nbsp; 50 | 47821 |
|  |  | 13190412 |
| **Internet — 1.3%** | **Internet — 1.3%** | **Internet — 1.3%** |
| Alibaba Group Holding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 02/09/41 | &nbsp;&nbsp;&nbsp; 200 | 148649 |
| &nbsp;&nbsp;&nbsp; 3.15%, 02/09/51 | &nbsp;&nbsp;&nbsp; 210 | 146957 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/09/61 | &nbsp;&nbsp;&nbsp; 5 | 3340 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/06/37 | &nbsp;&nbsp;&nbsp; 75 | 69579 |
| &nbsp;&nbsp;&nbsp; 4.20%, 12/06/47 | &nbsp;&nbsp;&nbsp; 225 | 192513 |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/06/57 | &nbsp;&nbsp;&nbsp; 65 | 55563 |
| Alphabet Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 1.90%, 08/15/40 | &nbsp;&nbsp;&nbsp; 165 | 114297 |
| &nbsp;&nbsp;&nbsp; 2.05%, 08/15/50 | &nbsp;&nbsp;&nbsp; 240 | 136023 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/60<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 145 | 77448 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/55 | &nbsp;&nbsp;&nbsp; 65 | 64615 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/65 | &nbsp;&nbsp;&nbsp; 80 | 78675 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Internet (continued)** | **Internet (continued)** | **Internet (continued)** |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/45 | &nbsp;&nbsp;&nbsp; $165 | $168658 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/55 | &nbsp;&nbsp;&nbsp; 175 | 177825 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/15/75 | &nbsp;&nbsp;&nbsp; 160 | 164399 |
| Amazon.com Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 06/03/50 | &nbsp;&nbsp;&nbsp; 270 | 166017 |
| &nbsp;&nbsp;&nbsp; 2.70%, 06/03/60 | &nbsp;&nbsp;&nbsp; 173 | 100614 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/12/41 | &nbsp;&nbsp;&nbsp; 205 | 158279 |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/12/51 | &nbsp;&nbsp;&nbsp; 300 | 206945 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/12/61 | &nbsp;&nbsp;&nbsp; 180 | 119154 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/22/37 | &nbsp;&nbsp;&nbsp; 275 | 255403 |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/13/52 | &nbsp;&nbsp;&nbsp; 250 | 200739 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/22/47 | &nbsp;&nbsp;&nbsp; 342 | 287686 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/13/62 | &nbsp;&nbsp;&nbsp; 70 | 55351 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/22/57 | &nbsp;&nbsp;&nbsp; 220 | 182002 |
| &nbsp;&nbsp;&nbsp; 4.95%, 12/05/44 | &nbsp;&nbsp;&nbsp; 160 | 157205 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/20/55 | &nbsp;&nbsp;&nbsp; 190 | 191783 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/20/65 | &nbsp;&nbsp;&nbsp; 180 | 181003 |
| eBay Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 05/10/51 | &nbsp;&nbsp;&nbsp; 100 | 74479 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/42 | &nbsp;&nbsp;&nbsp; 75 | 62548 |
| Meta Platforms Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/52 | &nbsp;&nbsp;&nbsp; 295 | 248428 |
| &nbsp;&nbsp;&nbsp; 4.65%, 08/15/62 | &nbsp;&nbsp;&nbsp; 135 | 113175 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/54 | &nbsp;&nbsp;&nbsp; 345 | 333939 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/15/45 | &nbsp;&nbsp;&nbsp; 620 | 619748 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/64 | &nbsp;&nbsp;&nbsp; 225 | 217630 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/15/53 | &nbsp;&nbsp;&nbsp; 265 | 264014 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/15/55 | &nbsp;&nbsp;&nbsp; 315 | 314081 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/63 | &nbsp;&nbsp;&nbsp; 165 | 164748 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/65 | &nbsp;&nbsp;&nbsp; 580 | 576867 |
| Netflix Inc., 5.40%, 08/15/54 | &nbsp;&nbsp;&nbsp; 40 | 39749 |
| Prosus NV |  |  |
| &nbsp;&nbsp;&nbsp; 3.83%, 02/08/51<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 135635 |
| &nbsp;&nbsp;&nbsp; 4.03%, 08/03/50<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 140799 |
| Tencent Holdings Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.24%, 06/03/50<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 147061 |
| &nbsp;&nbsp;&nbsp; 3.84%, 04/22/51<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 162837 |
| &nbsp;&nbsp;&nbsp; 3.93%, 01/19/38<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 188510 |
| Uber Technologies Inc., 5.35%, 09/15/54 | &nbsp;&nbsp;&nbsp; 105 | 101876 |
|  |  | 7766846 |
| **Iron & Steel — 0.1%** | **Iron & Steel — 0.1%** | **Iron & Steel — 0.1%** |
| ArcelorMittal SA |  |  |
| &nbsp;&nbsp;&nbsp; 6.35%, 06/17/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 52322 |
| &nbsp;&nbsp;&nbsp; 6.75%, 03/01/41 | &nbsp;&nbsp;&nbsp; 50 | 54724 |
| &nbsp;&nbsp;&nbsp; 7.00%, 10/15/39 | &nbsp;&nbsp;&nbsp; 65 | 73675 |
| Cleveland-Cliffs Inc., 6.25%, 10/01/40 | &nbsp;&nbsp;&nbsp; 35 | 30415 |
| Nucor Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.98%, 12/15/55 | &nbsp;&nbsp;&nbsp; 84 | 53112 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/52 | &nbsp;&nbsp;&nbsp; 80 | 61872 |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/01/37 | &nbsp;&nbsp;&nbsp; 60 | 67540 |
| Steel Dynamics Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/15/50 | &nbsp;&nbsp;&nbsp; 55 | 38171 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/15/55 | &nbsp;&nbsp;&nbsp; 40 | 40702 |
| U.S. Steel Corp., 6.65%, 06/01/37 | &nbsp;&nbsp;&nbsp; 30 | 31836 |
| Vale Overseas Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 6.40%, 06/28/54 | &nbsp;&nbsp;&nbsp; 105 | 107980 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/21/36 | &nbsp;&nbsp;&nbsp; 80 | 90648 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/10/39<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 65 | 73721 |
| Vale SA, 5.63%, 09/11/42 | &nbsp;&nbsp;&nbsp; 110 | 111079 |
|  |  | 887797 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Leisure Time — 0.0%** | **Leisure Time — 0.0%** | **Leisure Time — 0.0%** |
| Brunswick Corp., 5.10%, 04/01/52 | &nbsp;&nbsp;&nbsp; $35 | $28298 |
| Harley-Davidson Inc., 4.63%, 07/28/45 | &nbsp;&nbsp;&nbsp; 40 | 32926 |
|  |  | 61224 |
| **Lodging — 0.0%** | **Lodging — 0.0%** | **Lodging — 0.0%** |
| Marriott International Inc., 5.50%, 04/15/37 | &nbsp;&nbsp;&nbsp; 100 | 103339 |
| **Machinery — 0.2%** | **Machinery — 0.2%** | **Machinery — 0.2%** |
| Caterpillar Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/19/49 | &nbsp;&nbsp;&nbsp; 120 | 87238 |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/09/50 | &nbsp;&nbsp;&nbsp; 55 | 40115 |
| &nbsp;&nbsp;&nbsp; 3.80%, 08/15/42 | &nbsp;&nbsp;&nbsp; 185 | 157172 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/44 | &nbsp;&nbsp;&nbsp; 75 | 66786 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/64 | &nbsp;&nbsp;&nbsp; 25 | 22474 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/27/41 | &nbsp;&nbsp;&nbsp; 96 | 97812 |
| &nbsp;&nbsp;&nbsp; 6.05%, 08/15/36 | &nbsp;&nbsp;&nbsp; 60 | 67303 |
| Deere & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 09/07/49 | &nbsp;&nbsp;&nbsp; 55 | 37549 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/15/50 | &nbsp;&nbsp;&nbsp; 40 | 31869 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/09/42 | &nbsp;&nbsp;&nbsp; 124 | 108090 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/19/55 | &nbsp;&nbsp;&nbsp; 40 | 42225 |
| Dover Corp., 5.38%, 03/01/41 | &nbsp;&nbsp;&nbsp; 45 | 45530 |
| Ingersoll Rand Inc., 5.70%, 06/15/54 | &nbsp;&nbsp;&nbsp; 30 | 30511 |
| Otis Worldwide Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.11%, 02/15/40 | &nbsp;&nbsp;&nbsp; 105 | 82800 |
| &nbsp;&nbsp;&nbsp; 3.36%, 02/15/50 | &nbsp;&nbsp;&nbsp; 85 | 61000 |
| Rockwell Automation Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/15/61 | &nbsp;&nbsp;&nbsp; 15 | 8911 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/01/49 | &nbsp;&nbsp;&nbsp; 75 | 63582 |
| Xylem Inc./New York, 4.38%, 11/01/46 | &nbsp;&nbsp;&nbsp; 30 | 25875 |
|  |  | 1076842 |
| **Manufacturing — 0.2%** | **Manufacturing — 0.2%** | **Manufacturing — 0.2%** |
| 3M Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/19/46 | &nbsp;&nbsp;&nbsp; 70 | 49544 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/26/49 | &nbsp;&nbsp;&nbsp; 95 | 66674 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/15/47 | &nbsp;&nbsp;&nbsp; 35 | 26761 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/15/50 | &nbsp;&nbsp;&nbsp; 45 | 34170 |
| &nbsp;&nbsp;&nbsp; 3.88%, 06/15/44 | &nbsp;&nbsp;&nbsp; 50 | 41474 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/14/48 | &nbsp;&nbsp;&nbsp; 120 | 97783 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/15/37 | &nbsp;&nbsp;&nbsp; 77 | 82442 |
| Eaton Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.92%, 09/15/47 | &nbsp;&nbsp;&nbsp; 25 | 20515 |
| &nbsp;&nbsp;&nbsp; 4.15%, 11/02/42 | &nbsp;&nbsp;&nbsp; 115 | 101461 |
| &nbsp;&nbsp;&nbsp; 4.70%, 08/23/52 | &nbsp;&nbsp;&nbsp; 90 | 81863 |
| Illinois Tool Works Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 09/01/42 | &nbsp;&nbsp;&nbsp; 135 | 115533 |
| &nbsp;&nbsp;&nbsp; 4.88%, 09/15/41 | &nbsp;&nbsp;&nbsp; 56 | 54856 |
| Parker-Hannifin Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/14/49 | &nbsp;&nbsp;&nbsp; 90 | 73495 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/01/47 | &nbsp;&nbsp;&nbsp; 60 | 50479 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/21/44 | &nbsp;&nbsp;&nbsp; 55 | 49113 |
| &nbsp;&nbsp;&nbsp; 6.25%, 05/15/38 | &nbsp;&nbsp;&nbsp; 25 | 28189 |
| Siemens Financieringsmaatschappij NV |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 03/11/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 250 | 191403 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/15/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 15 | 11293 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/16/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 255 | 219595 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/27/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 44657 |
| Textron Inc., 4.95%, 03/15/36 | &nbsp;&nbsp;&nbsp; 25 | 25014 |
|  |  | 1466314 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Media — 1.6%** | **Media — 1.6%** | **Media — 1.6%** |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC,/Charter <br> Communications Operating Capital, 6.70%, <br> 12/01/55<br>| &nbsp;&nbsp;&nbsp; $55 | $53451 |
| &nbsp;&nbsp;&nbsp; Charter Communications Operating LLC/Charter <br> Communications Operating Capital<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/41 | &nbsp;&nbsp;&nbsp; 170 | 121093 |
| &nbsp;&nbsp;&nbsp; 3.50%, 03/01/42 | &nbsp;&nbsp;&nbsp; 145 | 101759 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/51 | &nbsp;&nbsp;&nbsp; 125 | 80095 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/61 | &nbsp;&nbsp;&nbsp; 180 | 110006 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/01/52 | &nbsp;&nbsp;&nbsp; 250 | 164198 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/30/62 | &nbsp;&nbsp;&nbsp; 125 | 76821 |
| &nbsp;&nbsp;&nbsp; 4.40%, 12/01/61 | &nbsp;&nbsp;&nbsp; 130 | 86960 |
| &nbsp;&nbsp;&nbsp; 4.80%, 03/01/50 | &nbsp;&nbsp;&nbsp; 285 | 218810 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/01/49 | &nbsp;&nbsp;&nbsp; 130 | 104489 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/53 | &nbsp;&nbsp;&nbsp; 165 | 133191 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/01/38 | &nbsp;&nbsp;&nbsp; 90 | 83551 |
| &nbsp;&nbsp;&nbsp; 5.38%, 05/01/47 | &nbsp;&nbsp;&nbsp; 245 | 205469 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/01/63 | &nbsp;&nbsp;&nbsp; 85 | 68407 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/01/48 | &nbsp;&nbsp;&nbsp; 258 | 225924 |
| &nbsp;&nbsp;&nbsp; 6.48%, 10/23/45 | &nbsp;&nbsp;&nbsp; 326 | 312925 |
| &nbsp;&nbsp;&nbsp; 6.83%, 10/23/55 | &nbsp;&nbsp;&nbsp; 45 | 44187 |
| Comcast Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 08/15/52 | &nbsp;&nbsp;&nbsp; 155 | 84285 |
| &nbsp;&nbsp;&nbsp; 2.65%, 08/15/62<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 140 | 72035 |
| &nbsp;&nbsp;&nbsp; 2.80%, 01/15/51 | &nbsp;&nbsp;&nbsp; 160 | 95479 |
| &nbsp;&nbsp;&nbsp; 2.89%, 11/01/51 | &nbsp;&nbsp;&nbsp; 515 | 310963 |
| &nbsp;&nbsp;&nbsp; 2.94%, 11/01/56 | &nbsp;&nbsp;&nbsp; 565 | 328755 |
| &nbsp;&nbsp;&nbsp; 2.99%, 11/01/63 | &nbsp;&nbsp;&nbsp; 264 | 147244 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/15/36 | &nbsp;&nbsp;&nbsp; 95 | 81269 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/01/39 | &nbsp;&nbsp;&nbsp; 126 | 100140 |
| &nbsp;&nbsp;&nbsp; 3.40%, 07/15/46 | &nbsp;&nbsp;&nbsp; 180 | 128057 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/01/50 | &nbsp;&nbsp;&nbsp; 220 | 151302 |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/01/40 | &nbsp;&nbsp;&nbsp; 175 | 146573 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/01/38 | &nbsp;&nbsp;&nbsp; 105 | 92136 |
| &nbsp;&nbsp;&nbsp; 3.97%, 11/01/47 | &nbsp;&nbsp;&nbsp; 227 | 174542 |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/15/47 | &nbsp;&nbsp;&nbsp; 85 | 65627 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/01/48 | &nbsp;&nbsp;&nbsp; 140 | 107682 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/01/49 | &nbsp;&nbsp;&nbsp; 201 | 152056 |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/01/52 | &nbsp;&nbsp;&nbsp; 95 | 71159 |
| &nbsp;&nbsp;&nbsp; 4.60%, 10/15/38 | &nbsp;&nbsp;&nbsp; 99 | 93319 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/15/45 | &nbsp;&nbsp;&nbsp; 105 | 90395 |
| &nbsp;&nbsp;&nbsp; 4.65%, 07/15/42 | &nbsp;&nbsp;&nbsp; 90 | 79784 |
| &nbsp;&nbsp;&nbsp; 4.70%, 10/15/48 | &nbsp;&nbsp;&nbsp; 115 | 98085 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/01/44 | &nbsp;&nbsp;&nbsp; 80 | 70830 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/58 | &nbsp;&nbsp;&nbsp; 70 | 59677 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/53 | &nbsp;&nbsp;&nbsp; 140 | 129340 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/15/64 | &nbsp;&nbsp;&nbsp; 115 | 106062 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/01/54 | &nbsp;&nbsp;&nbsp; 125 | 120102 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/15/55<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 100 | 101316 |
| &nbsp;&nbsp;&nbsp; 6.45%, 03/15/37 | &nbsp;&nbsp;&nbsp; 45 | 50074 |
| &nbsp;&nbsp;&nbsp; 6.55%, 07/01/39 | &nbsp;&nbsp;&nbsp; 60 | 67746 |
| &nbsp;&nbsp;&nbsp; 6.95%, 08/15/37 | &nbsp;&nbsp;&nbsp; 30 | 34690 |
| Cox Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 10/01/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 42396 |
| &nbsp;&nbsp;&nbsp; 3.60%, 06/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 43805 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/30/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 36 | 28233 |
| &nbsp;&nbsp;&nbsp; 4.60%, 08/15/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 22566 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/15/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 28239 |
| &nbsp;&nbsp;&nbsp; 5.80%, 12/15/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 60819 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/01/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 66470 |
| &nbsp;&nbsp;&nbsp; 8.38%, 03/01/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 58517 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Media (continued)** | **Media (continued)** | **Media (continued)** |
| Discovery Communications LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/20/37 | &nbsp;&nbsp;&nbsp; $80 | $67872 |
| &nbsp;&nbsp;&nbsp; 5.20%, 09/20/47 | &nbsp;&nbsp;&nbsp; 2 | 1309 |
| &nbsp;&nbsp;&nbsp; 6.35%, 06/01/40 | &nbsp;&nbsp;&nbsp; 20 | 17714 |
| Fox Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.48%, 01/25/39 | &nbsp;&nbsp;&nbsp; 165 | 167226 |
| &nbsp;&nbsp;&nbsp; 5.58%, 01/25/49 | &nbsp;&nbsp;&nbsp; 75 | 73110 |
| Grupo Televisa SAB |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/13/45 | &nbsp;&nbsp;&nbsp; 50 | 35227 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/24/49 | &nbsp;&nbsp;&nbsp; 45 | 31739 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/31/46 | &nbsp;&nbsp;&nbsp; 65 | 52227 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/15/40 | &nbsp;&nbsp;&nbsp; 94 | 86640 |
| NBCUniversal Media LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/43 | &nbsp;&nbsp;&nbsp; 70 | 60260 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/41 | &nbsp;&nbsp;&nbsp; 80 | 83261 |
| &nbsp;&nbsp;&nbsp; 6.40%, 04/30/40 | &nbsp;&nbsp;&nbsp; 5 | 5507 |
| Paramount Global |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 03/15/43 | &nbsp;&nbsp;&nbsp; 135 | 102083 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/15/45 | &nbsp;&nbsp;&nbsp; 55 | 41766 |
| &nbsp;&nbsp;&nbsp; 4.85%, 07/01/42 | &nbsp;&nbsp;&nbsp; 49 | 39234 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/44 | &nbsp;&nbsp;&nbsp; 50 | 39079 |
| &nbsp;&nbsp;&nbsp; 4.95%, 05/19/50 | &nbsp;&nbsp;&nbsp; 95 | 73930 |
| &nbsp;&nbsp;&nbsp; 5.25%, 04/01/44 | &nbsp;&nbsp;&nbsp; 30 | 24357 |
| &nbsp;&nbsp;&nbsp; 5.85%, 09/01/43 | &nbsp;&nbsp;&nbsp; 110 | 98948 |
| &nbsp;&nbsp;&nbsp; 5.90%, 10/15/40 | &nbsp;&nbsp;&nbsp; 25 | 22937 |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/30/36 | &nbsp;&nbsp;&nbsp; 129 | 135451 |
| Time Warner Cable LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/15/42 | &nbsp;&nbsp;&nbsp; 119 | 92653 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/01/41 | &nbsp;&nbsp;&nbsp; 120 | 106291 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/40 | &nbsp;&nbsp;&nbsp; 115 | 106837 |
| &nbsp;&nbsp;&nbsp; 6.55%, 05/01/37 | &nbsp;&nbsp;&nbsp; 155 | 158443 |
| &nbsp;&nbsp;&nbsp; 6.75%, 06/15/39 | &nbsp;&nbsp;&nbsp; 150 | 152361 |
| &nbsp;&nbsp;&nbsp; 7.30%, 07/01/38 | &nbsp;&nbsp;&nbsp; 125 | 132978 |
| TWDC Enterprises 18 Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/30/46 | &nbsp;&nbsp;&nbsp; 85 | 59943 |
| &nbsp;&nbsp;&nbsp; 3.70%, 12/01/42 | &nbsp;&nbsp;&nbsp; 70 | 57801 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/01/44 | &nbsp;&nbsp;&nbsp; 96 | 82057 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/16/41 | &nbsp;&nbsp;&nbsp; 50 | 45461 |
| &nbsp;&nbsp;&nbsp; Series E, 4.13%, 12/01/41 | &nbsp;&nbsp;&nbsp; 80 | 70679 |
| Walt Disney Co. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/01/49 | &nbsp;&nbsp;&nbsp; 130 | 84203 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/13/40 | &nbsp;&nbsp;&nbsp; 190 | 160418 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/13/51 | &nbsp;&nbsp;&nbsp; 290 | 219591 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/13/60 | &nbsp;&nbsp;&nbsp; 40 | 29890 |
| &nbsp;&nbsp;&nbsp; 4.63%, 03/23/40 | &nbsp;&nbsp;&nbsp; 50 | 48378 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/23/50 | &nbsp;&nbsp;&nbsp; 180 | 164134 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/44 | &nbsp;&nbsp;&nbsp; 30 | 27781 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/46 | &nbsp;&nbsp;&nbsp; 20 | 18489 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/45 | &nbsp;&nbsp;&nbsp; 65 | 61781 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/43 | &nbsp;&nbsp;&nbsp; 95 | 96426 |
| &nbsp;&nbsp;&nbsp; 6.15%, 03/01/37 | &nbsp;&nbsp;&nbsp; 31 | 34469 |
| &nbsp;&nbsp;&nbsp; 6.15%, 02/15/41 | &nbsp;&nbsp;&nbsp; 50 | 55144 |
| &nbsp;&nbsp;&nbsp; 6.40%, 12/15/35 | &nbsp;&nbsp;&nbsp; 91 | 103630 |
| &nbsp;&nbsp;&nbsp; 6.65%, 11/15/37 | &nbsp;&nbsp;&nbsp; 140 | 161985 |
| &nbsp;&nbsp;&nbsp; 7.75%, 12/01/45 | &nbsp;&nbsp;&nbsp; 35 | 45216 |
|  |  | 9590021 |
| **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; 55 | 46690 |
| &nbsp;&nbsp;&nbsp; 4.38%, 06/15/45 | &nbsp;&nbsp;&nbsp; 40 | 35676 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Metal Fabricate & Hardware (continued)** | **Metal Fabricate & Hardware (continued)** | **Metal Fabricate & Hardware (continued)** |
| Valmont Industries Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/01/44 | &nbsp;&nbsp;&nbsp; $65 | $61354 |
| &nbsp;&nbsp;&nbsp; 5.25%, 10/01/54 | &nbsp;&nbsp;&nbsp; 20 | 19031 |
|  |  | 162751 |
| **Mining — 0.7%** | **Mining — 0.7%** | **Mining — 0.7%** |
| Anglo American Capital PLC, 4.75%, 03/16/52<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 172593 |
| AngloGold Ashanti Holdings PLC, 6.50%, 04/15/40<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 32083 |
| &nbsp;&nbsp;&nbsp; Barrick International Barbados Corp., 6.35%, <br> 10/15/36<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 11031 |
| Barrick North America Finance LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 05/30/41 | &nbsp;&nbsp;&nbsp; 94 | 96600 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/01/43 | &nbsp;&nbsp;&nbsp; 84 | 86761 |
| &nbsp;&nbsp;&nbsp; Barrick PD Australia Finance Pty. Ltd., 5.95%, <br> 10/15/39<br>| &nbsp;&nbsp;&nbsp; 95 | 101500 |
| BHP Billiton Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 02/24/42 | &nbsp;&nbsp;&nbsp; 105 | 92019 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/15/36 | &nbsp;&nbsp;&nbsp; 50 | 50870 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/30/43 | &nbsp;&nbsp;&nbsp; 245 | 235300 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/08/53 | &nbsp;&nbsp;&nbsp; 75 | 75972 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/05/55 | &nbsp;&nbsp;&nbsp; 40 | 41735 |
| Corp. Nacional del Cobre de Chile |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/30/50<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 142347 |
| &nbsp;&nbsp;&nbsp; 4.25%, 07/17/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 165134 |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/05/49<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 158456 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/47<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 164164 |
| &nbsp;&nbsp;&nbsp; 5.63%, 10/18/43<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 193116 |
| &nbsp;&nbsp;&nbsp; 6.30%, 09/08/53<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206158 |
| Freeport-McMoRan Inc., 5.45%, 03/15/43 | &nbsp;&nbsp;&nbsp; 175 | 170188 |
| Glencore Finance Canada Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/25/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 53912 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/15/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 41707 |
| &nbsp;&nbsp;&nbsp; 6.90%, 11/15/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 49 | 55868 |
| Glencore Funding LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 09/23/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 34356 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/27/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 90 | 68059 |
| &nbsp;&nbsp;&nbsp; 5.89%, 04/04/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 35224 |
| &nbsp;&nbsp;&nbsp; 6.14%, 04/01/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 52300 |
| &nbsp;&nbsp;&nbsp; Indonesia Asahan Aluminium PT/Mineral Industri <br> Indonesia Persero PT, 5.80%, 05/15/50<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 196743 |
| Industrias Penoles SAB de CV, 4.75%, 08/06/50<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 165928 |
| Newmont Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/42 | &nbsp;&nbsp;&nbsp; 62 | 59856 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/09/44 | &nbsp;&nbsp;&nbsp; 45 | 45265 |
| &nbsp;&nbsp;&nbsp; Newmont Corp./Newcrest Finance Pty. Ltd., 4.20%, <br> 05/13/50<br>| &nbsp;&nbsp;&nbsp; 40 | 33237 |
| Rio Tinto Finance USA Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/02/51 | &nbsp;&nbsp;&nbsp; 131 | 82468 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/02/40 | &nbsp;&nbsp;&nbsp; 105 | 106006 |
| Rio Tinto Finance USA PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/21/42 | &nbsp;&nbsp;&nbsp; 45 | 39169 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/22/42 | &nbsp;&nbsp;&nbsp; 55 | 52005 |
| &nbsp;&nbsp;&nbsp; 5.13%, 03/09/53 | &nbsp;&nbsp;&nbsp; 115 | 108976 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/14/55 | &nbsp;&nbsp;&nbsp; 175 | 180990 |
| &nbsp;&nbsp;&nbsp; 5.88%, 03/14/65 | &nbsp;&nbsp;&nbsp; 50 | 52242 |
| Southern Copper Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/08/42 | &nbsp;&nbsp;&nbsp; 120 | 114882 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/23/45 | &nbsp;&nbsp;&nbsp; 120 | 123746 |
| &nbsp;&nbsp;&nbsp; 6.75%, 04/16/40 | &nbsp;&nbsp;&nbsp; 100 | 113470 |
|  |  | 4012436 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Office & Business Equipment — 0.0%** | **Office & Business Equipment — 0.0%** | **Office & Business Equipment — 0.0%** |
| Xerox Corp., 6.75%, 12/15/39 | &nbsp;&nbsp;&nbsp; $50 | $16993 |
| **Oil & Gas — 3.1%** | **Oil & Gas — 3.1%** | **Oil & Gas — 3.1%** |
| Adnoc Murban Rsc Ltd., 5.13%, 09/11/54<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 191583 |
| Aker BP ASA, 5.80%, 10/01/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 4628 |
| APA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/01/40 | &nbsp;&nbsp;&nbsp; 10 | 8904 |
| &nbsp;&nbsp;&nbsp; 5.35%, 07/01/49 | &nbsp;&nbsp;&nbsp; 45 | 38013 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/55 | &nbsp;&nbsp;&nbsp; 55 | 55580 |
| BP Capital Markets America Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.77%, 11/10/50 | &nbsp;&nbsp;&nbsp; 135 | 85307 |
| &nbsp;&nbsp;&nbsp; 2.94%, 06/04/51 | &nbsp;&nbsp;&nbsp; 210 | 136869 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/24/50 | &nbsp;&nbsp;&nbsp; 215 | 143446 |
| &nbsp;&nbsp;&nbsp; 3.00%, 03/17/52 | &nbsp;&nbsp;&nbsp; 135 | 88423 |
| &nbsp;&nbsp;&nbsp; 3.06%, 06/17/41 | &nbsp;&nbsp;&nbsp; 140 | 107883 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/08/61 | &nbsp;&nbsp;&nbsp; 190 | 127290 |
| Burlington Resources LLC, 5.95%, 10/15/36 | &nbsp;&nbsp;&nbsp; 45 | 48986 |
| Canadian Natural Resources Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 06/01/47 | &nbsp;&nbsp;&nbsp; 75 | 66504 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/38 | &nbsp;&nbsp;&nbsp; 110 | 118076 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/37 | &nbsp;&nbsp;&nbsp; 45 | 49155 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/39 | &nbsp;&nbsp;&nbsp; 35 | 38952 |
| Cenovus Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/52 | &nbsp;&nbsp;&nbsp; 65 | 46196 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/37 | &nbsp;&nbsp;&nbsp; 32 | 31267 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/20/36 | &nbsp;&nbsp;&nbsp; 50 | 50518 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/15/47 | &nbsp;&nbsp;&nbsp; 62 | 57332 |
| &nbsp;&nbsp;&nbsp; 6.75%, 11/15/39 | &nbsp;&nbsp;&nbsp; 53 | 59070 |
| Chevron Corp., 3.08%, 05/11/50 | &nbsp;&nbsp;&nbsp; 95 | 65897 |
| Chevron USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.34%, 08/12/50 | &nbsp;&nbsp;&nbsp; 85 | 50551 |
| &nbsp;&nbsp;&nbsp; 5.25%, 11/15/43 | &nbsp;&nbsp;&nbsp; 53 | 53645 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/01/41 | &nbsp;&nbsp;&nbsp; 45 | 49499 |
| CNOOC Finance 2014 ULC, 4.88%, 04/30/44 | &nbsp;&nbsp;&nbsp; 400 | 402858 |
| &nbsp;&nbsp;&nbsp; CNOOC Petroleum North America ULC, 6.40%, <br> 05/15/37<br>| &nbsp;&nbsp;&nbsp; 40 | 47698 |
| ConocoPhillips Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.76%, 03/15/42 | &nbsp;&nbsp;&nbsp; 135 | 111206 |
| &nbsp;&nbsp;&nbsp; 3.80%, 03/15/52 | &nbsp;&nbsp;&nbsp; 160 | 120079 |
| &nbsp;&nbsp;&nbsp; 4.03%, 03/15/62 | &nbsp;&nbsp;&nbsp; 130 | 96809 |
| &nbsp;&nbsp;&nbsp; 4.30%, 11/15/44 | &nbsp;&nbsp;&nbsp; 110 | 94873 |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/01/47 | &nbsp;&nbsp;&nbsp; 15 | 13674 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/15/53 | &nbsp;&nbsp;&nbsp; 110 | 104444 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/55 | &nbsp;&nbsp;&nbsp; 140 | 136919 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/54 | &nbsp;&nbsp;&nbsp; 80 | 78922 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/65 | &nbsp;&nbsp;&nbsp; 65 | 64240 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/63 | &nbsp;&nbsp;&nbsp; 45 | 44592 |
| &nbsp;&nbsp;&nbsp; 5.90%, 05/15/38 | &nbsp;&nbsp;&nbsp; 25 | 27124 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/46 | &nbsp;&nbsp;&nbsp; 55 | 57950 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/39 | &nbsp;&nbsp;&nbsp; 150 | 170531 |
| Continental Resources Inc./OK, 4.90%, 06/01/44 | &nbsp;&nbsp;&nbsp; 70 | 56278 |
| Coterra Energy Inc., 5.90%, 02/15/55 | &nbsp;&nbsp;&nbsp; 75 | 72993 |
| Devon Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/42 | &nbsp;&nbsp;&nbsp; 84 | 73316 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/45 | &nbsp;&nbsp;&nbsp; 70 | 61226 |
| &nbsp;&nbsp;&nbsp; 5.60%, 07/15/41 | &nbsp;&nbsp;&nbsp; 130 | 126321 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/15/54 | &nbsp;&nbsp;&nbsp; 105 | 97719 |
| Diamondback Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/52 | &nbsp;&nbsp;&nbsp; 75 | 59436 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/24/51 | &nbsp;&nbsp;&nbsp; 75 | 61056 |
| &nbsp;&nbsp;&nbsp; 5.75%, 04/18/54 | &nbsp;&nbsp;&nbsp; 150 | 144652 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD 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; 5.90%, 04/18/64 | &nbsp;&nbsp;&nbsp; $80 | $77062 |
| &nbsp;&nbsp;&nbsp; 6.25%, 03/15/53 | &nbsp;&nbsp;&nbsp; 70 | 71930 |
| Ecopetrol SA |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 05/28/45 | &nbsp;&nbsp;&nbsp; 241 | 181978 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/02/51 | &nbsp;&nbsp;&nbsp; 100 | 72767 |
| &nbsp;&nbsp;&nbsp; 7.38%, 09/18/43 | &nbsp;&nbsp;&nbsp; 90 | 82622 |
| &nbsp;&nbsp;&nbsp; 8.38%, 01/19/36 | &nbsp;&nbsp;&nbsp; 130 | 133431 |
| Eni SpA, 5.70%, 10/01/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 49747 |
| EOG Resources Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/50 | &nbsp;&nbsp;&nbsp; 105 | 95583 |
| &nbsp;&nbsp;&nbsp; 5.35%, 01/15/36 | &nbsp;&nbsp;&nbsp; 100 | 103747 |
| &nbsp;&nbsp;&nbsp; 5.65%, 12/01/54 | &nbsp;&nbsp;&nbsp; 35 | 35009 |
| &nbsp;&nbsp;&nbsp; 5.95%, 07/15/55 | &nbsp;&nbsp;&nbsp; 45 | 46861 |
| Equinor ASA |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/18/49 | &nbsp;&nbsp;&nbsp; 100 | 71972 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/06/40 | &nbsp;&nbsp;&nbsp; 50 | 43018 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/06/50 | &nbsp;&nbsp;&nbsp; 100 | 77667 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/43 | &nbsp;&nbsp;&nbsp; 102 | 87396 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/23/41 | &nbsp;&nbsp;&nbsp; 70 | 63003 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/08/43 | &nbsp;&nbsp;&nbsp; 50 | 47409 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/17/40 | &nbsp;&nbsp;&nbsp; 95 | 95984 |
| Exxon Mobil Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/16/39 | &nbsp;&nbsp;&nbsp; 80 | 64843 |
| &nbsp;&nbsp;&nbsp; 3.10%, 08/16/49 | &nbsp;&nbsp;&nbsp; 140 | 97805 |
| &nbsp;&nbsp;&nbsp; 3.45%, 04/15/51 | &nbsp;&nbsp;&nbsp; 310 | 227843 |
| &nbsp;&nbsp;&nbsp; 3.57%, 03/06/45 | &nbsp;&nbsp;&nbsp; 60 | 47729 |
| &nbsp;&nbsp;&nbsp; 4.11%, 03/01/46 | &nbsp;&nbsp;&nbsp; 225 | 191735 |
| &nbsp;&nbsp;&nbsp; 4.23%, 03/19/40 | &nbsp;&nbsp;&nbsp; 180 | 166919 |
| &nbsp;&nbsp;&nbsp; 4.33%, 03/19/50 | &nbsp;&nbsp;&nbsp; 285 | 244061 |
| Hess Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/15/41 | &nbsp;&nbsp;&nbsp; 110 | 115182 |
| &nbsp;&nbsp;&nbsp; 5.80%, 04/01/47 | &nbsp;&nbsp;&nbsp; 55 | 57341 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/15/40 | &nbsp;&nbsp;&nbsp; 85 | 92973 |
| KazMunayGas National Co. JSC, 6.38%, 10/24/48<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 202716 |
| Marathon Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/48 | &nbsp;&nbsp;&nbsp; 55 | 44721 |
| &nbsp;&nbsp;&nbsp; 4.75%, 09/15/44 | &nbsp;&nbsp;&nbsp; 80 | 69494 |
| &nbsp;&nbsp;&nbsp; 5.00%, 09/15/54 | &nbsp;&nbsp;&nbsp; 30 | 25561 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/01/41 | &nbsp;&nbsp;&nbsp; 120 | 128883 |
| Motiva Enterprises LLC, 6.85%, 01/15/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 100 | 109072 |
| Murphy Oil Corp., 5.88%, 12/01/42 | &nbsp;&nbsp;&nbsp; 40 | 34684 |
| Occidental Petroleum Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/15/48 | &nbsp;&nbsp;&nbsp; 55 | 41162 |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/15/46 | &nbsp;&nbsp;&nbsp; 40 | 31812 |
| &nbsp;&nbsp;&nbsp; 6.05%, 10/01/54 | &nbsp;&nbsp;&nbsp; 120 | 116732 |
| &nbsp;&nbsp;&nbsp; 6.20%, 03/15/40 | &nbsp;&nbsp;&nbsp; 74 | 75784 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/15/36 | &nbsp;&nbsp;&nbsp; 155 | 165508 |
| &nbsp;&nbsp;&nbsp; 6.60%, 03/15/46 | &nbsp;&nbsp;&nbsp; 55 | 57286 |
| &nbsp;&nbsp;&nbsp; 7.95%, 06/15/39 | &nbsp;&nbsp;&nbsp; 35 | 41521 |
| Ovintiv Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/38 | &nbsp;&nbsp;&nbsp; 45 | 47338 |
| &nbsp;&nbsp;&nbsp; 6.63%, 08/15/37 | &nbsp;&nbsp;&nbsp; 40 | 42497 |
| &nbsp;&nbsp;&nbsp; 7.10%, 07/15/53 | &nbsp;&nbsp;&nbsp; 40 | 42976 |
| Pertamina Persero PT |  |  |
| &nbsp;&nbsp;&nbsp; 4.18%, 01/21/50<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 157290 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/20/43<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197158 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/03/42<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205003 |
| &nbsp;&nbsp;&nbsp; 6.45%, 05/30/44<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 214732 |
| Petrobras Global Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/10/51<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 41908 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/27/41 | &nbsp;&nbsp;&nbsp; 60 | 60936 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Oil & Gas (continued)** | **Oil & Gas (continued)** | **Oil & Gas (continued)** |
| &nbsp;&nbsp;&nbsp; 6.85%, 06/05/2115 | &nbsp;&nbsp;&nbsp; $150 | $144400 |
| &nbsp;&nbsp;&nbsp; 6.88%, 01/20/40 | &nbsp;&nbsp;&nbsp; 90 | 92340 |
| &nbsp;&nbsp;&nbsp; 7.25%, 03/17/44<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 60 | 62474 |
| Petroleos del Peru SA, 5.63%, 06/19/47<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 141862 |
| Petroleos Mexicanos |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 06/27/44<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 90 | 67991 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/23/46 | &nbsp;&nbsp;&nbsp; 10 | 7477 |
| &nbsp;&nbsp;&nbsp; 6.35%, 02/12/48 | &nbsp;&nbsp;&nbsp; 150 | 116987 |
| &nbsp;&nbsp;&nbsp; 6.38%, 01/23/45<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 150 | 119483 |
| &nbsp;&nbsp;&nbsp; 6.50%, 06/02/41 | &nbsp;&nbsp;&nbsp; 100 | 86505 |
| &nbsp;&nbsp;&nbsp; 6.75%, 09/21/47 | &nbsp;&nbsp;&nbsp; 575 | 468114 |
| &nbsp;&nbsp;&nbsp; 6.95%, 01/28/60 | &nbsp;&nbsp;&nbsp; 380 | 306545 |
| &nbsp;&nbsp;&nbsp; 7.69%, 01/23/50 | &nbsp;&nbsp;&nbsp; 750 | 669941 |
| Petronas Capital Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 04/28/61<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 138813 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/18/45<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 180836 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/21/50<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 300 | 267378 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/03/55<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 212763 |
| Phillips 66 |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/15/52 | &nbsp;&nbsp;&nbsp; 120 | 79765 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/44 | &nbsp;&nbsp;&nbsp; 195 | 173299 |
| &nbsp;&nbsp;&nbsp; 5.88%, 05/01/42 | &nbsp;&nbsp;&nbsp; 110 | 111670 |
| Phillips 66 Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.68%, 02/15/45 | &nbsp;&nbsp;&nbsp; 65 | 55642 |
| &nbsp;&nbsp;&nbsp; 4.90%, 10/01/46 | &nbsp;&nbsp;&nbsp; 65 | 56871 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/55 | &nbsp;&nbsp;&nbsp; 30 | 27958 |
| &nbsp;&nbsp;&nbsp; 5.65%, 06/15/54 | &nbsp;&nbsp;&nbsp; 70 | 66853 |
| PTTEP Treasury Center Co. Ltd., 3.90%, 12/06/59<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 152824 |
| Qatar Energy |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 07/12/41<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 400 | 309450 |
| &nbsp;&nbsp;&nbsp; 3.30%, 07/12/51<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 400 | 284474 |
| Raizen Fuels Finance SA, 6.95%, 03/05/54<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 159545 |
| Reliance Industries Ltd., 3.63%, 01/12/52<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 250 | 184648 |
| Saudi Arabian Oil Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/24/50<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 400 | 271700 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/24/70<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 129752 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/16/39<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 400 | 364011 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/16/49<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 168354 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/17/54<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197764 |
| &nbsp;&nbsp;&nbsp; 5.88%, 07/17/64<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197428 |
| Shell Finance U.S. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 04/06/50 | &nbsp;&nbsp;&nbsp; 205 | 144850 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/12/46 | &nbsp;&nbsp;&nbsp; 125 | 99064 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/10/46 | &nbsp;&nbsp;&nbsp; 205 | 169164 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/11/45 | &nbsp;&nbsp;&nbsp; 290 | 254043 |
| &nbsp;&nbsp;&nbsp; 4.55%, 08/12/43 | &nbsp;&nbsp;&nbsp; 50 | 45399 |
| Shell International Finance BV |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/26/41 | &nbsp;&nbsp;&nbsp; 70 | 52125 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/26/51 | &nbsp;&nbsp;&nbsp; 80 | 53173 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/07/49 | &nbsp;&nbsp;&nbsp; 100 | 68935 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/21/42 | &nbsp;&nbsp;&nbsp; 60 | 49039 |
| &nbsp;&nbsp;&nbsp; 4.00%, 05/10/46 | &nbsp;&nbsp;&nbsp; 20 | 16484 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/11/45 | &nbsp;&nbsp;&nbsp; 15 | 13221 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/25/40 | &nbsp;&nbsp;&nbsp; 80 | 83350 |
| &nbsp;&nbsp;&nbsp; 6.38%, 12/15/38 | &nbsp;&nbsp;&nbsp; 265 | 296394 |
| &nbsp;&nbsp;&nbsp; Sinopec Group Overseas Development 2015 Ltd., <br> 4.10%, 04/28/45<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 182471 |
| &nbsp;&nbsp;&nbsp; Sinopec Group Overseas Development 2017 Ltd., <br> 4.25%, 04/12/47<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 300 | 278193 |
| &nbsp;&nbsp;&nbsp; Sinopec Group Overseas Development 2018 Ltd., <br> 3.10%, 01/08/51<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 150775 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD 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)** |
| Suncor Energy Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/04/51 | &nbsp;&nbsp;&nbsp; $75 | $54053 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/47 | &nbsp;&nbsp;&nbsp; 74 | 56830 |
| &nbsp;&nbsp;&nbsp; 6.80%, 05/15/38 | &nbsp;&nbsp;&nbsp; 66 | 73136 |
| &nbsp;&nbsp;&nbsp; 6.85%, 06/01/39 | &nbsp;&nbsp;&nbsp; 45 | 50625 |
| Thaioil Treasury Center Co. Ltd., 3.50%, 10/17/49<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 141046 |
| TotalEnergies Capital International SA |  |  |
| &nbsp;&nbsp;&nbsp; 2.99%, 06/29/41 | &nbsp;&nbsp;&nbsp; 112 | 85552 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/29/50 | &nbsp;&nbsp;&nbsp; 266 | 182070 |
| &nbsp;&nbsp;&nbsp; 3.39%, 06/29/60 | &nbsp;&nbsp;&nbsp; 35 | 23321 |
| &nbsp;&nbsp;&nbsp; 3.46%, 07/12/49 | &nbsp;&nbsp;&nbsp; 115 | 83711 |
| TotalEnergies Capital SA |  |  |
| &nbsp;&nbsp;&nbsp; 5.28%, 09/10/54 | &nbsp;&nbsp;&nbsp; 75 | 72166 |
| &nbsp;&nbsp;&nbsp; 5.43%, 09/10/64 | &nbsp;&nbsp;&nbsp; 110 | 105499 |
| &nbsp;&nbsp;&nbsp; 5.49%, 04/05/54 | &nbsp;&nbsp;&nbsp; 155 | 152919 |
| &nbsp;&nbsp;&nbsp; 5.64%, 04/05/64 | &nbsp;&nbsp;&nbsp; 95 | 94534 |
| Transocean International Ltd., 6.80%, 03/15/38 | &nbsp;&nbsp;&nbsp; 45 | 40307 |
| Valero Energy Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 12/01/51 | &nbsp;&nbsp;&nbsp; 80 | 56088 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/01/52 | &nbsp;&nbsp;&nbsp; 50 | 37356 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/45 | &nbsp;&nbsp;&nbsp; 65 | 58796 |
| &nbsp;&nbsp;&nbsp; 6.63%, 06/15/37 | &nbsp;&nbsp;&nbsp; 135 | 150626 |
| Vista Energy Argentina SAU, 7.63%, 12/10/35<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 40 | 39922 |
| Woodside Finance Ltd., 5.70%, 09/12/54 | &nbsp;&nbsp;&nbsp; 75 | 71890 |
| YPF SA, 7.00%, 12/15/47<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 90 | 78226 |
|  |  | 18738151 |
| **Oil & Gas Services — 0.2%** | **Oil & Gas Services — 0.2%** | **Oil & Gas Services — 0.2%** |
| Baker Hughes Holdings LLC, 5.13%, 09/15/40 | &nbsp;&nbsp;&nbsp; 120 | 118620 |
| &nbsp;&nbsp;&nbsp; Baker Hughes Holdings LLC/Baker Hughes <br> Co-Obligor Inc., 4.08%, 12/15/47<br>| &nbsp;&nbsp;&nbsp; 128 | 103441 |
| Halliburton Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/41 | &nbsp;&nbsp;&nbsp; 60 | 53024 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/01/43 | &nbsp;&nbsp;&nbsp; 98 | 87579 |
| &nbsp;&nbsp;&nbsp; 5.00%, 11/15/45 | &nbsp;&nbsp;&nbsp; 140 | 127837 |
| &nbsp;&nbsp;&nbsp; 6.70%, 09/15/38 | &nbsp;&nbsp;&nbsp; 78 | 87566 |
| &nbsp;&nbsp;&nbsp; 7.45%, 09/15/39 | &nbsp;&nbsp;&nbsp; 85 | 101825 |
| NOV Inc., 3.95%, 12/01/42 | &nbsp;&nbsp;&nbsp; 109 | 86478 |
| Yinson Boronia Production BV, 8.95%, 07/31/42<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 196 | 213680 |
|  |  | 980050 |
| **Packaging & Containers — 0.0%** | **Packaging & Containers — 0.0%** | **Packaging & Containers — 0.0%** |
| Packaging Corp. of America |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 10/01/51 | &nbsp;&nbsp;&nbsp; 75 | 49442 |
| &nbsp;&nbsp;&nbsp; 4.05%, 12/15/49 | &nbsp;&nbsp;&nbsp; 50 | 40201 |
| Smurfit Kappa Treasury ULC, 5.78%, 04/03/54 | &nbsp;&nbsp;&nbsp; 25 | 25506 |
| Sonoco Products Co., 5.75%, 11/01/40 | &nbsp;&nbsp;&nbsp; 50 | 50966 |
| Stora Enso OYJ, 7.25%, 04/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 39309 |
|  |  | 205424 |
| **Pharmaceuticals — 2.8%** | **Pharmaceuticals — 2.8%** | **Pharmaceuticals — 2.8%** |
| AbbVie Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/21/39 | &nbsp;&nbsp;&nbsp; 380 | 343647 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/21/49 | &nbsp;&nbsp;&nbsp; 490 | 414110 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/14/36 | &nbsp;&nbsp;&nbsp; 120 | 116247 |
| &nbsp;&nbsp;&nbsp; 4.40%, 11/06/42 | &nbsp;&nbsp;&nbsp; 290 | 263014 |
| &nbsp;&nbsp;&nbsp; 4.45%, 05/14/46 | &nbsp;&nbsp;&nbsp; 201 | 178033 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/01/42 | &nbsp;&nbsp;&nbsp; 75 | 69383 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/14/45 | &nbsp;&nbsp;&nbsp; 275 | 253748 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/45 | &nbsp;&nbsp;&nbsp; 70 | 64879 |
| &nbsp;&nbsp;&nbsp; 4.85%, 06/15/44 | &nbsp;&nbsp;&nbsp; 90 | 85051 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/14/48 | &nbsp;&nbsp;&nbsp; 115 | 106975 |
| &nbsp;&nbsp;&nbsp; 5.35%, 03/15/44 | &nbsp;&nbsp;&nbsp; 70 | 70267 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/15/54 | &nbsp;&nbsp;&nbsp; $300 | $298532 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/64 | &nbsp;&nbsp;&nbsp; 150 | 150076 |
| &nbsp;&nbsp;&nbsp; 5.60%, 03/15/55 | &nbsp;&nbsp;&nbsp; 90 | 92146 |
| AstraZeneca PLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 08/06/50 | &nbsp;&nbsp;&nbsp; 50 | 28830 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/28/51 | &nbsp;&nbsp;&nbsp; 65 | 44892 |
| &nbsp;&nbsp;&nbsp; 4.00%, 09/18/42 | &nbsp;&nbsp;&nbsp; 101 | 88315 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/16/45 | &nbsp;&nbsp;&nbsp; 98 | 87907 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/17/48 | &nbsp;&nbsp;&nbsp; 75 | 66661 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/15/37 | &nbsp;&nbsp;&nbsp; 245 | 282235 |
| Bayer U.S. Finance II LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 04/15/45<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 118 | 87701 |
| &nbsp;&nbsp;&nbsp; 4.40%, 07/15/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 140 | 112976 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/25/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 110 | 100213 |
| &nbsp;&nbsp;&nbsp; 4.70%, 07/15/64<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 76 | 57606 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/25/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 71904 |
| Bayer U.S. Finance LLC, 6.88%, 11/21/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 64980 |
| Becton Dickinson & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.79%, 05/20/50 | &nbsp;&nbsp;&nbsp; 55 | 41885 |
| &nbsp;&nbsp;&nbsp; 4.67%, 06/06/47 | &nbsp;&nbsp;&nbsp; 148 | 130951 |
| &nbsp;&nbsp;&nbsp; 4.69%, 12/15/44 | &nbsp;&nbsp;&nbsp; 93 | 83221 |
| Bristol-Myers Squibb Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 11/13/40 | &nbsp;&nbsp;&nbsp; 105 | 75334 |
| &nbsp;&nbsp;&nbsp; 2.55%, 11/13/50 | &nbsp;&nbsp;&nbsp; 110 | 66738 |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/01/42 | &nbsp;&nbsp;&nbsp; 75 | 58612 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/15/42 | &nbsp;&nbsp;&nbsp; 100 | 81695 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/52 | &nbsp;&nbsp;&nbsp; 225 | 169994 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/62 | &nbsp;&nbsp;&nbsp; 45 | 33319 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/39 | &nbsp;&nbsp;&nbsp; 225 | 206974 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/26/49 | &nbsp;&nbsp;&nbsp; 375 | 314392 |
| &nbsp;&nbsp;&nbsp; 4.35%, 11/15/47 | &nbsp;&nbsp;&nbsp; 80 | 69110 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/01/44 | &nbsp;&nbsp;&nbsp; 35 | 31444 |
| &nbsp;&nbsp;&nbsp; 4.55%, 02/20/48 | &nbsp;&nbsp;&nbsp; 130 | 114566 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/44 | &nbsp;&nbsp;&nbsp; 100 | 91589 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/45 | &nbsp;&nbsp;&nbsp; 85 | 81597 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/22/44 | &nbsp;&nbsp;&nbsp; 55 | 56034 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/22/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 220 | 221872 |
| Cardinal Health Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.37%, 06/15/47 | &nbsp;&nbsp;&nbsp; 61 | 51464 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/44 | &nbsp;&nbsp;&nbsp; 35 | 30398 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/43 | &nbsp;&nbsp;&nbsp; 40 | 35428 |
| &nbsp;&nbsp;&nbsp; 4.90%, 09/15/45 | &nbsp;&nbsp;&nbsp; 35 | 31963 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/15/54 | &nbsp;&nbsp;&nbsp; 60 | 60841 |
| Cencora Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/01/45 | &nbsp;&nbsp;&nbsp; 55 | 47154 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/15/47 | &nbsp;&nbsp;&nbsp; 50 | 42204 |
| CVS Health Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 08/21/40 | &nbsp;&nbsp;&nbsp; 40 | 28904 |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/01/40 | &nbsp;&nbsp;&nbsp; 85 | 73418 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/50 | &nbsp;&nbsp;&nbsp; 60 | 47140 |
| &nbsp;&nbsp;&nbsp; 4.78%, 03/25/38 | &nbsp;&nbsp;&nbsp; 475 | 451947 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/25/48 | &nbsp;&nbsp;&nbsp; 765 | 687239 |
| &nbsp;&nbsp;&nbsp; 5.13%, 07/20/45 | &nbsp;&nbsp;&nbsp; 270 | 246609 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/05/43 | &nbsp;&nbsp;&nbsp; 95 | 89902 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/21/53 | &nbsp;&nbsp;&nbsp; 140 | 133540 |
| &nbsp;&nbsp;&nbsp; 5.88%, 06/01/53 | &nbsp;&nbsp;&nbsp; 150 | 148287 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/44 | &nbsp;&nbsp;&nbsp; 40 | 40806 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/01/63 | &nbsp;&nbsp;&nbsp; 45 | 44416 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/01/54 | &nbsp;&nbsp;&nbsp; 90 | 91245 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/39 | &nbsp;&nbsp;&nbsp; 25 | 26383 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/55 | &nbsp;&nbsp;&nbsp; 100 | 103730 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD 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 | &nbsp;&nbsp;&nbsp; $60 | $61453 |
| Eli Lilly & Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/15/50 | &nbsp;&nbsp;&nbsp; 120 | 70973 |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/15/60 | &nbsp;&nbsp;&nbsp; 90 | 50662 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/45 | &nbsp;&nbsp;&nbsp; 35 | 28613 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/47 | &nbsp;&nbsp;&nbsp; 40 | 33194 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/15/49 | &nbsp;&nbsp;&nbsp; 100 | 82114 |
| &nbsp;&nbsp;&nbsp; 4.15%, 03/15/59 | &nbsp;&nbsp;&nbsp; 55 | 44353 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/27/53 | &nbsp;&nbsp;&nbsp; 120 | 112475 |
| &nbsp;&nbsp;&nbsp; 4.95%, 02/27/63 | &nbsp;&nbsp;&nbsp; 60 | 55792 |
| &nbsp;&nbsp;&nbsp; 5.00%, 02/09/54 | &nbsp;&nbsp;&nbsp; 160 | 152401 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/14/54 | &nbsp;&nbsp;&nbsp; 115 | 110541 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/09/64 | &nbsp;&nbsp;&nbsp; 150 | 142056 |
| &nbsp;&nbsp;&nbsp; 5.20%, 08/14/64 | &nbsp;&nbsp;&nbsp; 75 | 72271 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/12/55 | &nbsp;&nbsp;&nbsp; 95 | 97502 |
| &nbsp;&nbsp;&nbsp; 5.55%, 03/15/37 | &nbsp;&nbsp;&nbsp; 45 | 49241 |
| &nbsp;&nbsp;&nbsp; 5.55%, 10/15/55 | &nbsp;&nbsp;&nbsp; 65 | 67122 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/12/65 | &nbsp;&nbsp;&nbsp; 95 | 97476 |
| &nbsp;&nbsp;&nbsp; 5.65%, 10/15/65 | &nbsp;&nbsp;&nbsp; 95 | 98294 |
| GlaxoSmithKline Capital Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/18/43 | &nbsp;&nbsp;&nbsp; 28 | 24692 |
| &nbsp;&nbsp;&nbsp; 6.38%, 05/15/38 | &nbsp;&nbsp;&nbsp; 297 | 338204 |
| Johnson & Johnson |  |  |
| &nbsp;&nbsp;&nbsp; 2.10%, 09/01/40 | &nbsp;&nbsp;&nbsp; 110 | 78587 |
| &nbsp;&nbsp;&nbsp; 2.25%, 09/01/50 | &nbsp;&nbsp;&nbsp; 70 | 42336 |
| &nbsp;&nbsp;&nbsp; 2.45%, 09/01/60 | &nbsp;&nbsp;&nbsp; 85 | 48391 |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/38 | &nbsp;&nbsp;&nbsp; 120 | 106754 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/15/48 | &nbsp;&nbsp;&nbsp; 48 | 37750 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/01/36 | &nbsp;&nbsp;&nbsp; 120 | 111263 |
| &nbsp;&nbsp;&nbsp; 3.63%, 03/03/37 | &nbsp;&nbsp;&nbsp; 167 | 152999 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/46 | &nbsp;&nbsp;&nbsp; 205 | 169308 |
| &nbsp;&nbsp;&nbsp; 3.75%, 03/03/47 | &nbsp;&nbsp;&nbsp; 105 | 86384 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/01/40 | &nbsp;&nbsp;&nbsp; 50 | 49016 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/05/43 | &nbsp;&nbsp;&nbsp; 40 | 37686 |
| &nbsp;&nbsp;&nbsp; 4.85%, 05/15/41 | &nbsp;&nbsp;&nbsp; 30 | 30025 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/01/54 | &nbsp;&nbsp;&nbsp; 50 | 51149 |
| &nbsp;&nbsp;&nbsp; 5.85%, 07/15/38 | &nbsp;&nbsp;&nbsp; 75 | 83395 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/15/37 | &nbsp;&nbsp;&nbsp; 50 | 56314 |
| Mead Johnson Nutrition Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 06/01/44 | &nbsp;&nbsp;&nbsp; 55 | 49632 |
| &nbsp;&nbsp;&nbsp; 5.90%, 11/01/39 | &nbsp;&nbsp;&nbsp; 25 | 27128 |
| Merck & Co. Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.35%, 06/24/40 | &nbsp;&nbsp;&nbsp; 110 | 80409 |
| &nbsp;&nbsp;&nbsp; 2.45%, 06/24/50 | &nbsp;&nbsp;&nbsp; 145 | 87436 |
| &nbsp;&nbsp;&nbsp; 2.75%, 12/10/51 | &nbsp;&nbsp;&nbsp; 135 | 85851 |
| &nbsp;&nbsp;&nbsp; 2.90%, 12/10/61 | &nbsp;&nbsp;&nbsp; 165 | 99083 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/42 | &nbsp;&nbsp;&nbsp; 75 | 61574 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/10/45 | &nbsp;&nbsp;&nbsp; 195 | 158145 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/07/39 | &nbsp;&nbsp;&nbsp; 90 | 81380 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/07/49 | &nbsp;&nbsp;&nbsp; 160 | 131304 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/18/43 | &nbsp;&nbsp;&nbsp; 125 | 109526 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/17/44 | &nbsp;&nbsp;&nbsp; 45 | 43003 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/17/53 | &nbsp;&nbsp;&nbsp; 145 | 137104 |
| &nbsp;&nbsp;&nbsp; 5.15%, 05/17/63 | &nbsp;&nbsp;&nbsp; 70 | 66173 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/15/55 | &nbsp;&nbsp;&nbsp; 85 | 88116 |
| &nbsp;&nbsp;&nbsp; 6.55%, 09/15/37 | &nbsp;&nbsp;&nbsp; 35 | 40526 |
| Merck Sharp & Dohme Corp., 5.75%, 11/15/36 | &nbsp;&nbsp;&nbsp; 45 | 49199 |
| Mylan Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/48 | &nbsp;&nbsp;&nbsp; 75 | 61023 |
| &nbsp;&nbsp;&nbsp; 5.40%, 11/29/43 | &nbsp;&nbsp;&nbsp; 40 | 34476 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** | **Pharmaceuticals (continued)** |
| Novartis Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/14/50 | &nbsp;&nbsp;&nbsp; $130 | $85311 |
| &nbsp;&nbsp;&nbsp; 3.70%, 09/21/42 | &nbsp;&nbsp;&nbsp; 50 | 42038 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/20/45 | &nbsp;&nbsp;&nbsp; 110 | 93516 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/06/44 | &nbsp;&nbsp;&nbsp; 162 | 146987 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/18/54 | &nbsp;&nbsp;&nbsp; 70 | 63709 |
| &nbsp;&nbsp;&nbsp; 5.20%, 11/05/45 | &nbsp;&nbsp;&nbsp; 25 | 24914 |
| &nbsp;&nbsp;&nbsp; 5.30%, 11/05/55 | &nbsp;&nbsp;&nbsp; 25 | 24782 |
| Pfizer Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.55%, 05/28/40 | &nbsp;&nbsp;&nbsp; 100 | 74471 |
| &nbsp;&nbsp;&nbsp; 2.70%, 05/28/50 | &nbsp;&nbsp;&nbsp; 87 | 55580 |
| &nbsp;&nbsp;&nbsp; 3.90%, 03/15/39 | &nbsp;&nbsp;&nbsp; 70 | 62825 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/15/36 | &nbsp;&nbsp;&nbsp; 95 | 90001 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/15/49 | &nbsp;&nbsp;&nbsp; 140 | 114234 |
| &nbsp;&nbsp;&nbsp; 4.10%, 09/15/38 | &nbsp;&nbsp;&nbsp; 70 | 64653 |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/15/46 | &nbsp;&nbsp;&nbsp; 140 | 117583 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/15/48 | &nbsp;&nbsp;&nbsp; 115 | 96967 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/43 | &nbsp;&nbsp;&nbsp; 50 | 44370 |
| &nbsp;&nbsp;&nbsp; 4.40%, 05/15/44 | &nbsp;&nbsp;&nbsp; 70 | 63408 |
| &nbsp;&nbsp;&nbsp; 5.60%, 09/15/40 | &nbsp;&nbsp;&nbsp; 55 | 57628 |
| &nbsp;&nbsp;&nbsp; 5.60%, 11/15/55 | &nbsp;&nbsp;&nbsp; 15 | 15186 |
| &nbsp;&nbsp;&nbsp; 7.20%, 03/15/39 | &nbsp;&nbsp;&nbsp; 240 | 290819 |
| Pfizer Investment Enterprises Pte Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.11%, 05/19/43 | &nbsp;&nbsp;&nbsp; 300 | 292401 |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/19/53 | &nbsp;&nbsp;&nbsp; 570 | 552178 |
| &nbsp;&nbsp;&nbsp; 5.34%, 05/19/63 | &nbsp;&nbsp;&nbsp; 390 | 370571 |
| Takeda Pharmaceutical Co. Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 3.03%, 07/09/40 | &nbsp;&nbsp;&nbsp; 200 | 154871 |
| &nbsp;&nbsp;&nbsp; 3.18%, 07/09/50 | &nbsp;&nbsp;&nbsp; 200 | 136178 |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/09/60 | &nbsp;&nbsp;&nbsp; 200 | 130839 |
| Takeda U.S. Financing Inc., 5.90%, 07/07/55 | &nbsp;&nbsp;&nbsp; 200 | 207606 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Finance Co. LLC, 6.15%, <br> 02/01/36<br>| &nbsp;&nbsp;&nbsp; 65 | 68607 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III BV, <br> 4.10%, 10/01/46<br>| &nbsp;&nbsp;&nbsp; 250 | 189865 |
| Utah Acquisition Sub Inc., 5.25%, 06/15/46 | &nbsp;&nbsp;&nbsp; 85 | 70386 |
| Viatris Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/22/40 | &nbsp;&nbsp;&nbsp; 150 | 114633 |
| &nbsp;&nbsp;&nbsp; 4.00%, 06/22/50 | &nbsp;&nbsp;&nbsp; 200 | 133932 |
| Wyeth LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/37 | &nbsp;&nbsp;&nbsp; 205 | 223566 |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/15/36 | &nbsp;&nbsp;&nbsp; 55 | 60301 |
| Zoetis Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/50 | &nbsp;&nbsp;&nbsp; 45 | 30370 |
| &nbsp;&nbsp;&nbsp; 3.95%, 09/12/47 | &nbsp;&nbsp;&nbsp; 60 | 48913 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/20/48 | &nbsp;&nbsp;&nbsp; 40 | 34877 |
| &nbsp;&nbsp;&nbsp; 4.70%, 02/01/43 | &nbsp;&nbsp;&nbsp; 120 | 111420 |
|  |  | 17025043 |
| **Pipelines — 2.3%** | **Pipelines — 2.3%** | **Pipelines — 2.3%** |
| Abu Dhabi Crude Oil Pipeline LLC, 4.60%, 11/02/47<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 187657 |
| Boardwalk Pipelines LP, 5.38%, 02/15/36 | &nbsp;&nbsp;&nbsp; 45 | 45301 |
| Buckeye Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 10/15/44 | &nbsp;&nbsp;&nbsp; 35 | 32383 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/43 | &nbsp;&nbsp;&nbsp; 45 | 42715 |
| Cameron LNG LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 01/15/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 35090 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/15/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 90 | 77952 |
| &nbsp;&nbsp;&nbsp; Cheniere Corpus Christi Holdings LLC, 2.74%, <br> 12/31/39<br>| &nbsp;&nbsp;&nbsp; 45 | 38386 |
| Colonial Pipeline Co. |  |  |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/15/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 5 | 3936 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/15/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; $65 | $49906 |
| Columbia Pipeline Group Inc., 5.80%, 06/01/45 | &nbsp;&nbsp;&nbsp; 50 | 49859 |
| Columbia Pipelines Operating Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.70%, 10/01/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24019 |
| &nbsp;&nbsp;&nbsp; 5.96%, 02/15/55<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 24872 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/15/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 74842 |
| &nbsp;&nbsp;&nbsp; 6.54%, 11/15/53<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 140 | 150937 |
| &nbsp;&nbsp;&nbsp; 6.71%, 08/15/63<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 44045 |
| DCP Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/44 | &nbsp;&nbsp;&nbsp; 35 | 33924 |
| &nbsp;&nbsp;&nbsp; 6.45%, 11/03/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 32017 |
| &nbsp;&nbsp;&nbsp; 6.75%, 09/15/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 49287 |
| Eastern Energy Gas Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 5.65%, 10/15/54 | &nbsp;&nbsp;&nbsp; 20 | 19709 |
| &nbsp;&nbsp;&nbsp; 6.20%, 01/15/55 | &nbsp;&nbsp;&nbsp; 25 | 26264 |
| Eastern Gas Transmission & Storage Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 12/15/44 | &nbsp;&nbsp;&nbsp; 55 | 48436 |
| &nbsp;&nbsp;&nbsp; 4.80%, 11/01/43 | &nbsp;&nbsp;&nbsp; 35 | 31623 |
| EIG Pearl Holdings SARL, 4.39%, 11/30/46<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 167796 |
| Enbridge Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/15/40 | &nbsp;&nbsp;&nbsp; 56 | 56243 |
| &nbsp;&nbsp;&nbsp; 7.38%, 10/15/45 | &nbsp;&nbsp;&nbsp; 35 | 41362 |
| &nbsp;&nbsp;&nbsp; Series B, 7.50%, 04/15/38 | &nbsp;&nbsp;&nbsp; 40 | 47524 |
| Enbridge Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 08/01/51 | &nbsp;&nbsp;&nbsp; 60 | 41416 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/49 | &nbsp;&nbsp;&nbsp; 70 | 53974 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/10/44 | &nbsp;&nbsp;&nbsp; 25 | 21428 |
| &nbsp;&nbsp;&nbsp; 5.50%, 12/01/46 | &nbsp;&nbsp;&nbsp; 93 | 92559 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/05/54 | &nbsp;&nbsp;&nbsp; 125 | 128614 |
| &nbsp;&nbsp;&nbsp; 6.70%, 11/15/53 | &nbsp;&nbsp;&nbsp; 130 | 145099 |
| Energy Transfer LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/15/43 | &nbsp;&nbsp;&nbsp; 35 | 31165 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/44 | &nbsp;&nbsp;&nbsp; 60 | 52722 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/50 | &nbsp;&nbsp;&nbsp; 140 | 119078 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/01/43 | &nbsp;&nbsp;&nbsp; 70 | 63249 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/45 | &nbsp;&nbsp;&nbsp; 110 | 98368 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/44 | &nbsp;&nbsp;&nbsp; 80 | 73136 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/15/47 | &nbsp;&nbsp;&nbsp; 125 | 112651 |
| &nbsp;&nbsp;&nbsp; 5.35%, 05/15/45 | &nbsp;&nbsp;&nbsp; 95 | 87134 |
| &nbsp;&nbsp;&nbsp; 5.40%, 10/01/47 | &nbsp;&nbsp;&nbsp; 160 | 145639 |
| &nbsp;&nbsp;&nbsp; 5.95%, 10/01/43 | &nbsp;&nbsp;&nbsp; 65 | 64146 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/15/54 | &nbsp;&nbsp;&nbsp; 185 | 178457 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/48 | &nbsp;&nbsp;&nbsp; 120 | 117667 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/01/41 | &nbsp;&nbsp;&nbsp; 35 | 35590 |
| &nbsp;&nbsp;&nbsp; 6.05%, 09/01/54 | &nbsp;&nbsp;&nbsp; 150 | 146642 |
| &nbsp;&nbsp;&nbsp; 6.10%, 02/15/42 | &nbsp;&nbsp;&nbsp; 40 | 40487 |
| &nbsp;&nbsp;&nbsp; 6.13%, 12/15/45 | &nbsp;&nbsp;&nbsp; 100 | 99916 |
| &nbsp;&nbsp;&nbsp; 6.20%, 04/01/55 | &nbsp;&nbsp;&nbsp; 30 | 29966 |
| &nbsp;&nbsp;&nbsp; 6.25%, 04/15/49 | &nbsp;&nbsp;&nbsp; 130 | 130840 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/42 | &nbsp;&nbsp;&nbsp; 125 | 132627 |
| &nbsp;&nbsp;&nbsp; 6.63%, 10/15/36 | &nbsp;&nbsp;&nbsp; 45 | 49186 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/15/56, (5-year CMT + 2.48%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 50 | 49662 |
| &nbsp;&nbsp;&nbsp; 7.50%, 07/01/38 | &nbsp;&nbsp;&nbsp; 45 | 52594 |
| &nbsp;&nbsp;&nbsp; Series 20Y, 5.80%, 06/15/38 | &nbsp;&nbsp;&nbsp; 50 | 51306 |
| Enterprise Products Operating LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 02/15/52 | &nbsp;&nbsp;&nbsp; 125 | 84688 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/15/53 | &nbsp;&nbsp;&nbsp; 75 | 51345 |
| &nbsp;&nbsp;&nbsp; 3.70%, 01/31/51 | &nbsp;&nbsp;&nbsp; 115 | 85764 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/31/60 | &nbsp;&nbsp;&nbsp; 60 | 44821 |
| &nbsp;&nbsp;&nbsp; 4.20%, 01/31/50 | &nbsp;&nbsp;&nbsp; 135 | 110595 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/48 | &nbsp;&nbsp;&nbsp; 140 | 117079 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| &nbsp;&nbsp;&nbsp; 4.45%, 02/15/43 | &nbsp;&nbsp;&nbsp; $115 | $102867 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/01/49 | &nbsp;&nbsp;&nbsp; 130 | 116926 |
| &nbsp;&nbsp;&nbsp; 4.85%, 08/15/42 | &nbsp;&nbsp;&nbsp; 93 | 86926 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/15/44 | &nbsp;&nbsp;&nbsp; 125 | 116024 |
| &nbsp;&nbsp;&nbsp; 4.90%, 05/15/46 | &nbsp;&nbsp;&nbsp; 70 | 64444 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/15/54 | &nbsp;&nbsp;&nbsp; 50 | 45260 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/15/45 | &nbsp;&nbsp;&nbsp; 95 | 90924 |
| &nbsp;&nbsp;&nbsp; 5.20%, 01/15/36 | &nbsp;&nbsp;&nbsp; 50 | 51301 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/16/55 | &nbsp;&nbsp;&nbsp; 140 | 138631 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/15/42 | &nbsp;&nbsp;&nbsp; 80 | 82186 |
| &nbsp;&nbsp;&nbsp; 5.95%, 02/01/41 | &nbsp;&nbsp;&nbsp; 75 | 79707 |
| &nbsp;&nbsp;&nbsp; 6.13%, 10/15/39 | &nbsp;&nbsp;&nbsp; 80 | 87370 |
| &nbsp;&nbsp;&nbsp; 6.45%, 09/01/40 | &nbsp;&nbsp;&nbsp; 80 | 90051 |
| &nbsp;&nbsp;&nbsp; 7.55%, 04/15/38 | &nbsp;&nbsp;&nbsp; 26 | 31629 |
| Flex Intermediate Holdco LLC, 4.32%, 12/30/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 38436 |
| FLNG Liquefaction 2 LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 03/31/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 57 | 53403 |
| &nbsp;&nbsp;&nbsp; Series B, 6.17%, 12/31/39 | &nbsp;&nbsp;&nbsp; 5 | 5296 |
| Galaxy Pipeline Assets Bidco Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 2.94%, 09/30/40<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 173 | 147444 |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/30/40<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 163549 |
| Greensaif Pipelines Bidco SARL |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/23/38<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 213126 |
| &nbsp;&nbsp;&nbsp; 6.51%, 02/23/42<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 400 | 435372 |
| Kinder Morgan Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.70%, 11/01/42 | &nbsp;&nbsp;&nbsp; 50 | 44316 |
| &nbsp;&nbsp;&nbsp; 5.00%, 08/15/42 | &nbsp;&nbsp;&nbsp; 75 | 69854 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/01/43 | &nbsp;&nbsp;&nbsp; 80 | 73719 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/01/44 | &nbsp;&nbsp;&nbsp; 65 | 62315 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/01/44 | &nbsp;&nbsp;&nbsp; 70 | 68158 |
| &nbsp;&nbsp;&nbsp; 5.63%, 09/01/41 | &nbsp;&nbsp;&nbsp; 30 | 29951 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/41 | &nbsp;&nbsp;&nbsp; 70 | 75083 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/01/37 | &nbsp;&nbsp;&nbsp; 25 | 27441 |
| &nbsp;&nbsp;&nbsp; 6.50%, 09/01/39 | &nbsp;&nbsp;&nbsp; 75 | 82119 |
| &nbsp;&nbsp;&nbsp; 6.55%, 09/15/40 | &nbsp;&nbsp;&nbsp; 45 | 49290 |
| &nbsp;&nbsp;&nbsp; 6.95%, 01/15/38 | &nbsp;&nbsp;&nbsp; 75 | 85320 |
| &nbsp;&nbsp;&nbsp; 7.50%, 11/15/40 | &nbsp;&nbsp;&nbsp; 45 | 53741 |
| Kinder Morgan Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 08/01/50 | &nbsp;&nbsp;&nbsp; 35 | 23342 |
| &nbsp;&nbsp;&nbsp; 3.60%, 02/15/51 | &nbsp;&nbsp;&nbsp; 120 | 85449 |
| &nbsp;&nbsp;&nbsp; 5.05%, 02/15/46 | &nbsp;&nbsp;&nbsp; 90 | 82137 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/48 | &nbsp;&nbsp;&nbsp; 80 | 74086 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/01/52 | &nbsp;&nbsp;&nbsp; 85 | 80321 |
| &nbsp;&nbsp;&nbsp; 5.55%, 06/01/45 | &nbsp;&nbsp;&nbsp; 175 | 170859 |
| &nbsp;&nbsp;&nbsp; 5.95%, 08/01/54 | &nbsp;&nbsp;&nbsp; 60 | 60826 |
| MPLX LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/38 | &nbsp;&nbsp;&nbsp; 165 | 151372 |
| &nbsp;&nbsp;&nbsp; 4.70%, 04/15/48 | &nbsp;&nbsp;&nbsp; 155 | 130116 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/15/58 | &nbsp;&nbsp;&nbsp; 35 | 29131 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/14/52 | &nbsp;&nbsp;&nbsp; 120 | 102315 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/47 | &nbsp;&nbsp;&nbsp; 115 | 103441 |
| &nbsp;&nbsp;&nbsp; 5.20%, 12/01/47 | &nbsp;&nbsp;&nbsp; 60 | 54085 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/15/49 | &nbsp;&nbsp;&nbsp; 152 | 141040 |
| &nbsp;&nbsp;&nbsp; 5.65%, 03/01/53 | &nbsp;&nbsp;&nbsp; 60 | 56332 |
| &nbsp;&nbsp;&nbsp; 5.95%, 04/01/55 | &nbsp;&nbsp;&nbsp; 75 | 73462 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/55 | &nbsp;&nbsp;&nbsp; 85 | 85911 |
| NGPL PipeCo LLC, 7.77%, 12/15/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 53 | 62014 |
| Northern Natural Gas Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/16/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 75 | 51112 |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/15/49<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 69488 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/01/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 58938 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| ONEOK Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/01/50 | &nbsp;&nbsp;&nbsp; $65 | $47706 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/03/47 | &nbsp;&nbsp;&nbsp; 60 | 47187 |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/15/46 | &nbsp;&nbsp;&nbsp; 80 | 63789 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/49 | &nbsp;&nbsp;&nbsp; 85 | 69191 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/50 | &nbsp;&nbsp;&nbsp; 60 | 49303 |
| &nbsp;&nbsp;&nbsp; 4.85%, 02/01/49 | &nbsp;&nbsp;&nbsp; 45 | 38665 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/13/47 | &nbsp;&nbsp;&nbsp; 90 | 79836 |
| &nbsp;&nbsp;&nbsp; 5.05%, 04/01/45 | &nbsp;&nbsp;&nbsp; 44 | 39151 |
| &nbsp;&nbsp;&nbsp; 5.15%, 10/15/43 | &nbsp;&nbsp;&nbsp; 50 | 46016 |
| &nbsp;&nbsp;&nbsp; 5.20%, 07/15/48 | &nbsp;&nbsp;&nbsp; 110 | 100204 |
| &nbsp;&nbsp;&nbsp; 5.45%, 06/01/47 | &nbsp;&nbsp;&nbsp; 50 | 46094 |
| &nbsp;&nbsp;&nbsp; 5.60%, 04/01/44 | &nbsp;&nbsp;&nbsp; 40 | 38058 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/01/54 | &nbsp;&nbsp;&nbsp; 95 | 89616 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/01/64 | &nbsp;&nbsp;&nbsp; 50 | 47796 |
| &nbsp;&nbsp;&nbsp; 6.25%, 10/15/55 | &nbsp;&nbsp;&nbsp; 100 | 101577 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/01/53 | &nbsp;&nbsp;&nbsp; 145 | 153407 |
| &nbsp;&nbsp;&nbsp; 7.15%, 01/15/51 | &nbsp;&nbsp;&nbsp; 25 | 27744 |
| ONEOK Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 02/01/41 | &nbsp;&nbsp;&nbsp; 55 | 56895 |
| &nbsp;&nbsp;&nbsp; 6.20%, 09/15/43 | &nbsp;&nbsp;&nbsp; 25 | 25688 |
| &nbsp;&nbsp;&nbsp; 6.65%, 10/01/36 | &nbsp;&nbsp;&nbsp; 60 | 65816 |
| &nbsp;&nbsp;&nbsp; 6.85%, 10/15/37 | &nbsp;&nbsp;&nbsp; 60 | 66615 |
| Plains All American Pipeline LP/PAA Finance Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 01/31/43 | &nbsp;&nbsp;&nbsp; 35 | 28764 |
| &nbsp;&nbsp;&nbsp; 4.70%, 06/15/44 | &nbsp;&nbsp;&nbsp; 70 | 60324 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/45 | &nbsp;&nbsp;&nbsp; 65 | 57107 |
| &nbsp;&nbsp;&nbsp; 5.15%, 06/01/42 | &nbsp;&nbsp;&nbsp; 45 | 41188 |
| &nbsp;&nbsp;&nbsp; 5.60%, 01/15/36 | &nbsp;&nbsp;&nbsp; 40 | 40677 |
| &nbsp;&nbsp;&nbsp; 6.65%, 01/15/37 | &nbsp;&nbsp;&nbsp; 30 | 32854 |
| Rockies Express Pipeline LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/15/40<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 57312 |
| &nbsp;&nbsp;&nbsp; 7.50%, 07/15/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 28 | 30333 |
| Sabal Trail Transmission LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.68%, 05/01/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 62114 |
| &nbsp;&nbsp;&nbsp; 4.83%, 05/01/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 39233 |
| Sabine Pass Liquefaction LLC, 5.90%, 09/15/37 | &nbsp;&nbsp;&nbsp; 44 | 46426 |
| &nbsp;&nbsp;&nbsp; South Bow USA Infrastructure Holdings LLC, 6.18%, <br> 10/01/54<br>| &nbsp;&nbsp;&nbsp; 70 | 67958 |
| Southern Natural Gas Co. LLC, 4.80%, 03/15/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 49252 |
| Spectra Energy Partners LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/45 | &nbsp;&nbsp;&nbsp; 65 | 55915 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/25/43 | &nbsp;&nbsp;&nbsp; 60 | 61140 |
| Targa Resources Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 04/15/52 | &nbsp;&nbsp;&nbsp; 85 | 72807 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/30/36 | &nbsp;&nbsp;&nbsp; 85 | 85902 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/15/36 | &nbsp;&nbsp;&nbsp; 75 | 77450 |
| &nbsp;&nbsp;&nbsp; 6.13%, 05/15/55 | &nbsp;&nbsp;&nbsp; 70 | 70404 |
| &nbsp;&nbsp;&nbsp; 6.25%, 07/01/52 | &nbsp;&nbsp;&nbsp; 55 | 56179 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/53 | &nbsp;&nbsp;&nbsp; 90 | 95009 |
| Tennessee Gas Pipeline Co. LLC, 7.63%, 04/01/37 | &nbsp;&nbsp;&nbsp; 30 | 35769 |
| Texas Eastern Transmission LP, 4.15%, 01/15/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 44 | 35590 |
| TransCanada PipeLines Ltd. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/49 | &nbsp;&nbsp;&nbsp; 86 | 80836 |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/15/36 | &nbsp;&nbsp;&nbsp; 45 | 47354 |
| &nbsp;&nbsp;&nbsp; 6.10%, 06/01/40 | &nbsp;&nbsp;&nbsp; 80 | 84921 |
| &nbsp;&nbsp;&nbsp; 6.20%, 10/15/37 | &nbsp;&nbsp;&nbsp; 110 | 118647 |
| &nbsp;&nbsp;&nbsp; 7.25%, 08/15/38 | &nbsp;&nbsp;&nbsp; 60 | 69801 |
| &nbsp;&nbsp;&nbsp; 7.63%, 01/15/39 | &nbsp;&nbsp;&nbsp; 100 | 120275 |
| Transcontinental Gas Pipe Line Co. LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/15/50 | &nbsp;&nbsp;&nbsp; 60 | 46886 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Pipelines (continued)** | **Pipelines (continued)** | **Pipelines (continued)** |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/01/42 | &nbsp;&nbsp;&nbsp; $25 | $22155 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/15/48 | &nbsp;&nbsp;&nbsp; 65 | 56887 |
| &nbsp;&nbsp;&nbsp; 5.10%, 03/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25429 |
| &nbsp;&nbsp;&nbsp; 5.40%, 08/15/41 | &nbsp;&nbsp;&nbsp; 40 | 39936 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/15/56<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 30 | 30365 |
| &nbsp;&nbsp;&nbsp; Venture Global Plaquemines LNG LLC, 6.75%, <br> 01/15/36<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 100 | 104869 |
| Western Midstream Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/50 | &nbsp;&nbsp;&nbsp; 80 | 69409 |
| &nbsp;&nbsp;&nbsp; 5.30%, 03/01/48 | &nbsp;&nbsp;&nbsp; 66 | 57402 |
| &nbsp;&nbsp;&nbsp; 5.45%, 04/01/44 | &nbsp;&nbsp;&nbsp; 65 | 59584 |
| &nbsp;&nbsp;&nbsp; 5.50%, 08/15/48 | &nbsp;&nbsp;&nbsp; 40 | 35463 |
| Williams Companies Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 10/15/51 | &nbsp;&nbsp;&nbsp; 75 | 53029 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/48 | &nbsp;&nbsp;&nbsp; 90 | 80060 |
| &nbsp;&nbsp;&nbsp; 4.90%, 01/15/45 | &nbsp;&nbsp;&nbsp; 50 | 45466 |
| &nbsp;&nbsp;&nbsp; 5.10%, 09/15/45 | &nbsp;&nbsp;&nbsp; 100 | 92874 |
| &nbsp;&nbsp;&nbsp; 5.30%, 08/15/52 | &nbsp;&nbsp;&nbsp; 95 | 89103 |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/04/44 | &nbsp;&nbsp;&nbsp; 60 | 58392 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/24/44 | &nbsp;&nbsp;&nbsp; 75 | 75780 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/43 | &nbsp;&nbsp;&nbsp; 55 | 55536 |
| &nbsp;&nbsp;&nbsp; 5.80%, 11/15/54 | &nbsp;&nbsp;&nbsp; 65 | 65535 |
| &nbsp;&nbsp;&nbsp; 6.00%, 03/15/55 | &nbsp;&nbsp;&nbsp; 10 | 10333 |
| &nbsp;&nbsp;&nbsp; 6.30%, 04/15/40 | &nbsp;&nbsp;&nbsp; 105 | 114520 |
|  |  | 13454559 |
| **Private Equity — 0.1%** | **Private Equity — 0.1%** | **Private Equity — 0.1%** |
| &nbsp;&nbsp;&nbsp; Apollo Management Holdings LP, 5.00%, <br> 03/15/48<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 65 | 58884 |
| Brookfield Finance Inc., 5.81%, 03/03/55 | &nbsp;&nbsp;&nbsp; 25 | 24818 |
| Carlyle Finance LLC, 5.65%, 09/15/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 54188 |
| Carlyle Holdings II Finance LLC, 5.63%, 03/30/43<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 40 | 39575 |
| KKR Group Finance Co. III LLC, 5.13%, 06/01/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 56749 |
| KKR Group Finance Co. VII LLC, 3.63%, 02/25/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 47214 |
| KKR Group Finance Co. VIII LLC, 3.50%, 08/25/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 85 | 60518 |
| KKR Group Finance Co. X LLC, 3.25%, 12/15/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 90 | 60594 |
|  |  | 402540 |
| **Real Estate — 0.0%** | **Real Estate — 0.0%** | **Real Estate — 0.0%** |
| &nbsp;&nbsp;&nbsp; China Overseas Finance Cayman V Ltd., 5.35%, <br> 11/15/42<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 192368 |
| &nbsp;&nbsp;&nbsp; Sinochem Overseas Capital Co. Ltd., 6.30%, <br> 11/12/40<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 100 | 115966 |
|  |  | 308334 |
| **Real Estate Investment Trusts — 0.6%** | **Real Estate Investment Trusts — 0.6%** | **Real Estate Investment Trusts — 0.6%** |
| Alexandria Real Estate Equities Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/18/51 | &nbsp;&nbsp;&nbsp; 75 | 46134 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/15/52 | &nbsp;&nbsp;&nbsp; 90 | 61282 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/01/50 | &nbsp;&nbsp;&nbsp; 70 | 52355 |
| &nbsp;&nbsp;&nbsp; 4.85%, 04/15/49 | &nbsp;&nbsp;&nbsp; 45 | 38557 |
| &nbsp;&nbsp;&nbsp; 5.15%, 04/15/53 | &nbsp;&nbsp;&nbsp; 35 | 30933 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/36 | &nbsp;&nbsp;&nbsp; 55 | 54781 |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/54 | &nbsp;&nbsp;&nbsp; 50 | 47004 |
| American Homes 4 Rent LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 07/15/51 | &nbsp;&nbsp;&nbsp; 35 | 23939 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/15/52 | &nbsp;&nbsp;&nbsp; 35 | 28174 |
| American Tower Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/51 | &nbsp;&nbsp;&nbsp; 77 | 49846 |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/15/50 | &nbsp;&nbsp;&nbsp; 70 | 46995 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/15/49 | &nbsp;&nbsp;&nbsp; 40 | 29976 |
| AvalonBay Communities Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 10/15/46 | &nbsp;&nbsp;&nbsp; 40 | 32419 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD 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; 4.15%, 07/01/47 | &nbsp;&nbsp;&nbsp; $30 | $25127 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/15/48 | &nbsp;&nbsp;&nbsp; 35 | 30168 |
| Camden Property Trust, 3.35%, 11/01/49 | &nbsp;&nbsp;&nbsp; 45 | 32311 |
| Crown Castle Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 04/01/41 | &nbsp;&nbsp;&nbsp; 110 | 80615 |
| &nbsp;&nbsp;&nbsp; 3.25%, 01/15/51 | &nbsp;&nbsp;&nbsp; 91 | 60995 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/49 | &nbsp;&nbsp;&nbsp; 35 | 26702 |
| &nbsp;&nbsp;&nbsp; 4.15%, 07/01/50 | &nbsp;&nbsp;&nbsp; 50 | 39368 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/47 | &nbsp;&nbsp;&nbsp; 41 | 35854 |
| &nbsp;&nbsp;&nbsp; 5.20%, 02/15/49 | &nbsp;&nbsp;&nbsp; 41 | 37443 |
| Equinix Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/15/51 | &nbsp;&nbsp;&nbsp; 60 | 38504 |
| &nbsp;&nbsp;&nbsp; 3.00%, 07/15/50 | &nbsp;&nbsp;&nbsp; 60 | 39136 |
| &nbsp;&nbsp;&nbsp; 3.40%, 02/15/52 | &nbsp;&nbsp;&nbsp; 20 | 13946 |
| ERP Operating LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 08/01/47 | &nbsp;&nbsp;&nbsp; 20 | 16316 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/01/44 | &nbsp;&nbsp;&nbsp; 75 | 66976 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/01/45 | &nbsp;&nbsp;&nbsp; 55 | 48888 |
| Essex Portfolio LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/01/50 | &nbsp;&nbsp;&nbsp; 40 | 24568 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/48 | &nbsp;&nbsp;&nbsp; 35 | 30265 |
| Federal Realty OP LP, 4.50%, 12/01/44 | &nbsp;&nbsp;&nbsp; 65 | 57510 |
| GLP Capital LP/GLP Financing II Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/01/37 | &nbsp;&nbsp;&nbsp; 25 | 24973 |
| &nbsp;&nbsp;&nbsp; 6.25%, 09/15/54 | &nbsp;&nbsp;&nbsp; 45 | 44789 |
| Goodman U.S. Finance Four LLC, 4.50%, 10/15/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 50 | 47158 |
| Healthpeak OP LLC, 6.75%, 02/01/41 | &nbsp;&nbsp;&nbsp; 40 | 44496 |
| Kilroy Realty LP, 6.25%, 01/15/36 | &nbsp;&nbsp;&nbsp; 45 | 46790 |
| Kimco Realty OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/01/49 | &nbsp;&nbsp;&nbsp; 10 | 7555 |
| &nbsp;&nbsp;&nbsp; 4.13%, 12/01/46 | &nbsp;&nbsp;&nbsp; 60 | 50001 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/45 | &nbsp;&nbsp;&nbsp; 25 | 21331 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/47 | &nbsp;&nbsp;&nbsp; 70 | 60620 |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/01/36 | &nbsp;&nbsp;&nbsp; 50 | 51512 |
| Mid-America Apartments LP, 2.88%, 09/15/51 | &nbsp;&nbsp;&nbsp; 30 | 19148 |
| NNN REIT Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/15/52 | &nbsp;&nbsp;&nbsp; 45 | 28624 |
| &nbsp;&nbsp;&nbsp; 3.10%, 04/15/50 | &nbsp;&nbsp;&nbsp; 40 | 26334 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/15/51 | &nbsp;&nbsp;&nbsp; 55 | 39082 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/15/48 | &nbsp;&nbsp;&nbsp; 30 | 26735 |
| Prologis LP |  |  |
| &nbsp;&nbsp;&nbsp; 2.13%, 10/15/50 | &nbsp;&nbsp;&nbsp; 55 | 30271 |
| &nbsp;&nbsp;&nbsp; 3.00%, 04/15/50 | &nbsp;&nbsp;&nbsp; 65 | 43561 |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/01/50 | &nbsp;&nbsp;&nbsp; 30 | 20348 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/48 | &nbsp;&nbsp;&nbsp; 45 | 38468 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/53 | &nbsp;&nbsp;&nbsp; 60 | 57900 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/15/54 | &nbsp;&nbsp;&nbsp; 90 | 86815 |
| Public Storage Operating Co., 5.35%, 08/01/53 | &nbsp;&nbsp;&nbsp; 90 | 88372 |
| Realty Income Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/47 | &nbsp;&nbsp;&nbsp; 70 | 62829 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/01/54 | &nbsp;&nbsp;&nbsp; 30 | 29371 |
| Regency Centers LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/01/47 | &nbsp;&nbsp;&nbsp; 45 | 38907 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/15/49 | &nbsp;&nbsp;&nbsp; 35 | 30946 |
| Simon Property Group LP |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 09/13/49 | &nbsp;&nbsp;&nbsp; 125 | 87497 |
| &nbsp;&nbsp;&nbsp; 3.80%, 07/15/50 | &nbsp;&nbsp;&nbsp; 65 | 49548 |
| &nbsp;&nbsp;&nbsp; 4.25%, 10/01/44 | &nbsp;&nbsp;&nbsp; 45 | 38514 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/30/46 | &nbsp;&nbsp;&nbsp; 55 | 46419 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/42 | &nbsp;&nbsp;&nbsp; 40 | 37211 |
| &nbsp;&nbsp;&nbsp; 5.85%, 03/08/53 | &nbsp;&nbsp;&nbsp; 64 | 66064 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** | **Real Estate Investment Trusts (continued)** |
| &nbsp;&nbsp;&nbsp; 6.65%, 01/15/54 | &nbsp;&nbsp;&nbsp; $55 | $62314 |
| &nbsp;&nbsp;&nbsp; 6.75%, 02/01/40 | &nbsp;&nbsp;&nbsp; 71 | 82236 |
| Trust Fibra Uno, 6.39%, 01/15/50<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 185062 |
| Ventas Realty LP |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 02/01/45 | &nbsp;&nbsp;&nbsp; 25 | 21218 |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/15/49 | &nbsp;&nbsp;&nbsp; 40 | 35492 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/30/43 | &nbsp;&nbsp;&nbsp; 30 | 30141 |
| VICI Properties LP |  |  |
| &nbsp;&nbsp;&nbsp; 5.63%, 05/15/52 | &nbsp;&nbsp;&nbsp; 85 | 79870 |
| &nbsp;&nbsp;&nbsp; 6.13%, 04/01/54 | &nbsp;&nbsp;&nbsp; 40 | 40025 |
| WEA Finance LLC, 4.63%, 09/20/48<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 60 | 49435 |
| &nbsp;&nbsp;&nbsp; WEA Finance LLC/Westfield U.K. & Europe Finance <br> PLC, 4.75%, 09/17/44<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 10 | 8701 |
| Welltower OP LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/01/48 | &nbsp;&nbsp;&nbsp; 55 | 52003 |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/15/41 | &nbsp;&nbsp;&nbsp; 40 | 44897 |
| Weyerhaeuser Co., 4.00%, 03/09/52 | &nbsp;&nbsp;&nbsp; 65 | 50728 |
|  |  | 3381398 |
| **Retail — 1.3%** | **Retail — 1.3%** | **Retail — 1.3%** |
| 7-Eleven Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/10/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 56052 |
| &nbsp;&nbsp;&nbsp; 2.80%, 02/10/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 125 | 77471 |
| Alimentation Couche-Tard Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.44%, 05/13/41<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 80 | 63066 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/13/51<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 45 | 32803 |
| &nbsp;&nbsp;&nbsp; 3.80%, 01/25/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 20 | 15308 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/26/47<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 55937 |
| &nbsp;&nbsp;&nbsp; 5.62%, 02/12/54<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 65 | 65117 |
| Bath & Body Works Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 6.75%, 07/01/36 | &nbsp;&nbsp;&nbsp; 65 | 64431 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/01/35 | &nbsp;&nbsp;&nbsp; 85 | 85266 |
| &nbsp;&nbsp;&nbsp; 7.60%, 07/15/37 | &nbsp;&nbsp;&nbsp; 25 | 24880 |
| &nbsp;&nbsp;&nbsp; CK Hutchison International 20 Ltd., 3.38%, <br> 05/08/50<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 148364 |
| &nbsp;&nbsp;&nbsp; CK Hutchison International 21 Ltd., 3.13%, <br> 04/15/41<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 105 | 81951 |
| Darden Restaurants Inc., 4.55%, 02/15/48 | &nbsp;&nbsp;&nbsp; 45 | 37687 |
| Dick's Sporting Goods Inc., 4.10%, 01/15/52 | &nbsp;&nbsp;&nbsp; 80 | 59304 |
| Dollar General Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 04/03/50 | &nbsp;&nbsp;&nbsp; 55 | 43744 |
| &nbsp;&nbsp;&nbsp; 5.50%, 11/01/52 | &nbsp;&nbsp;&nbsp; 40 | 38375 |
| Dollar Tree Inc., 3.38%, 12/01/51 | &nbsp;&nbsp;&nbsp; 35 | 23969 |
| Home Depot Inc. (The) |  |  |
| &nbsp;&nbsp;&nbsp; 2.38%, 03/15/51 | &nbsp;&nbsp;&nbsp; 100 | 58518 |
| &nbsp;&nbsp;&nbsp; 2.75%, 09/15/51 | &nbsp;&nbsp;&nbsp; 80 | 50393 |
| &nbsp;&nbsp;&nbsp; 3.13%, 12/15/49 | &nbsp;&nbsp;&nbsp; 130 | 90352 |
| &nbsp;&nbsp;&nbsp; 3.30%, 04/15/40 | &nbsp;&nbsp;&nbsp; 110 | 91048 |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/15/50 | &nbsp;&nbsp;&nbsp; 175 | 126323 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/56 | &nbsp;&nbsp;&nbsp; 80 | 57038 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/15/52 | &nbsp;&nbsp;&nbsp; 175 | 130487 |
| &nbsp;&nbsp;&nbsp; 3.90%, 06/15/47 | &nbsp;&nbsp;&nbsp; 132 | 106533 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/43 | &nbsp;&nbsp;&nbsp; 110 | 96647 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/46 | &nbsp;&nbsp;&nbsp; 185 | 159326 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/45 | &nbsp;&nbsp;&nbsp; 110 | 97333 |
| &nbsp;&nbsp;&nbsp; 4.50%, 12/06/48 | &nbsp;&nbsp;&nbsp; 115 | 100952 |
| &nbsp;&nbsp;&nbsp; 4.88%, 02/15/44 | &nbsp;&nbsp;&nbsp; 70 | 66297 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/52 | &nbsp;&nbsp;&nbsp; 115 | 107094 |
| &nbsp;&nbsp;&nbsp; 5.30%, 06/25/54 | &nbsp;&nbsp;&nbsp; 130 | 126895 |
| &nbsp;&nbsp;&nbsp; 5.40%, 09/15/40 | &nbsp;&nbsp;&nbsp; 61 | 63394 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/25/64 | &nbsp;&nbsp;&nbsp; 25 | 24440 |
| &nbsp;&nbsp;&nbsp; 5.88%, 12/16/36 | &nbsp;&nbsp;&nbsp; 294 | 321269 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD 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; 5.95%, 04/01/41 | &nbsp;&nbsp;&nbsp; $102 | $110202 |
| Kohl's Corp., 5.55%, 07/17/45 | &nbsp;&nbsp;&nbsp; 45 | 32273 |
| Lowe's Companies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 09/15/41 | &nbsp;&nbsp;&nbsp; 133 | 96549 |
| &nbsp;&nbsp;&nbsp; 3.00%, 10/15/50 | &nbsp;&nbsp;&nbsp; 195 | 126005 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/51 | &nbsp;&nbsp;&nbsp; 25 | 17739 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/15/46 | &nbsp;&nbsp;&nbsp; 138 | 105696 |
| &nbsp;&nbsp;&nbsp; 4.05%, 05/03/47 | &nbsp;&nbsp;&nbsp; 115 | 92323 |
| &nbsp;&nbsp;&nbsp; 4.25%, 04/01/52 | &nbsp;&nbsp;&nbsp; 165 | 132172 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/15/45 | &nbsp;&nbsp;&nbsp; 63 | 53532 |
| &nbsp;&nbsp;&nbsp; 4.45%, 04/01/62 | &nbsp;&nbsp;&nbsp; 80 | 63749 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/05/49 | &nbsp;&nbsp;&nbsp; 40 | 34157 |
| &nbsp;&nbsp;&nbsp; 4.65%, 04/15/42 | &nbsp;&nbsp;&nbsp; 60 | 54880 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/15/40 | &nbsp;&nbsp;&nbsp; 35 | 34243 |
| &nbsp;&nbsp;&nbsp; 5.13%, 04/15/50 | &nbsp;&nbsp;&nbsp; 70 | 64862 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/53 | &nbsp;&nbsp;&nbsp; 130 | 128426 |
| &nbsp;&nbsp;&nbsp; 5.75%, 07/01/53 | &nbsp;&nbsp;&nbsp; 60 | 60118 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/62 | &nbsp;&nbsp;&nbsp; 90 | 89594 |
| &nbsp;&nbsp;&nbsp; 5.85%, 04/01/63 | &nbsp;&nbsp;&nbsp; 45 | 45180 |
| Macy's Retail Holdings LLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/43 | &nbsp;&nbsp;&nbsp; 25 | 18016 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/15/42 | &nbsp;&nbsp;&nbsp; 30 | 24748 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/15/37 | &nbsp;&nbsp;&nbsp; 20 | 18672 |
| Marks & Spencer PLC, 7.13%, 12/01/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 35 | 38814 |
| McDonald's Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/01/43 | &nbsp;&nbsp;&nbsp; 60 | 48340 |
| &nbsp;&nbsp;&nbsp; 3.63%, 09/01/49 | &nbsp;&nbsp;&nbsp; 130 | 97416 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/15/42 | &nbsp;&nbsp;&nbsp; 50 | 41296 |
| &nbsp;&nbsp;&nbsp; 4.20%, 04/01/50 | &nbsp;&nbsp;&nbsp; 70 | 57584 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/01/47 | &nbsp;&nbsp;&nbsp; 100 | 86655 |
| &nbsp;&nbsp;&nbsp; 4.45%, 09/01/48 | &nbsp;&nbsp;&nbsp; 80 | 68952 |
| &nbsp;&nbsp;&nbsp; 4.60%, 05/26/45 | &nbsp;&nbsp;&nbsp; 55 | 49312 |
| &nbsp;&nbsp;&nbsp; 4.70%, 12/09/35 | &nbsp;&nbsp;&nbsp; 64 | 64108 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/15/40 | &nbsp;&nbsp;&nbsp; 35 | 34176 |
| &nbsp;&nbsp;&nbsp; 4.88%, 12/09/45 | &nbsp;&nbsp;&nbsp; 180 | 167228 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/09/52 | &nbsp;&nbsp;&nbsp; 75 | 70927 |
| &nbsp;&nbsp;&nbsp; 5.45%, 08/14/53 | &nbsp;&nbsp;&nbsp; 80 | 79191 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/01/39 | &nbsp;&nbsp;&nbsp; 30 | 32075 |
| &nbsp;&nbsp;&nbsp; 6.30%, 10/15/37 | &nbsp;&nbsp;&nbsp; 90 | 100718 |
| &nbsp;&nbsp;&nbsp; 6.30%, 03/01/38 | &nbsp;&nbsp;&nbsp; 75 | 83795 |
| Nordstrom Inc., 5.00%, 01/15/44 | &nbsp;&nbsp;&nbsp; 110 | 82594 |
| QVC Inc., 5.95%, 03/15/43<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 30 | 11744 |
| Starbucks Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 03/12/50 | &nbsp;&nbsp;&nbsp; 55 | 38430 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/50 | &nbsp;&nbsp;&nbsp; 115 | 82125 |
| &nbsp;&nbsp;&nbsp; 3.75%, 12/01/47 | &nbsp;&nbsp;&nbsp; 65 | 49730 |
| &nbsp;&nbsp;&nbsp; 4.30%, 06/15/45 | &nbsp;&nbsp;&nbsp; 50 | 42723 |
| &nbsp;&nbsp;&nbsp; 4.45%, 08/15/49 | &nbsp;&nbsp;&nbsp; 95 | 80108 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/48 | &nbsp;&nbsp;&nbsp; 75 | 63768 |
| Target Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 01/15/52 | &nbsp;&nbsp;&nbsp; 100 | 64980 |
| &nbsp;&nbsp;&nbsp; 3.63%, 04/15/46 | &nbsp;&nbsp;&nbsp; 60 | 46529 |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/15/47 | &nbsp;&nbsp;&nbsp; 65 | 51957 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/01/42 | &nbsp;&nbsp;&nbsp; 120 | 102652 |
| &nbsp;&nbsp;&nbsp; 4.80%, 01/15/53<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 110 | 99286 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/15/36 | &nbsp;&nbsp;&nbsp; 25 | 25815 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/15/38 | &nbsp;&nbsp;&nbsp; 100 | 117800 |
| TJX Companies Inc. (The), 4.50%, 04/15/50 | &nbsp;&nbsp;&nbsp; 60 | 52807 |
| Walmart Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/22/41 | &nbsp;&nbsp;&nbsp; 140 | 102241 |
| &nbsp;&nbsp;&nbsp; 2.65%, 09/22/51 | &nbsp;&nbsp;&nbsp; 180 | 115578 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Retail (continued)** | **Retail (continued)** | **Retail (continued)** |
| &nbsp;&nbsp;&nbsp; 2.95%, 09/24/49 | &nbsp;&nbsp;&nbsp; $45 | $31403 |
| &nbsp;&nbsp;&nbsp; 3.63%, 12/15/47 | &nbsp;&nbsp;&nbsp; 20 | 15837 |
| &nbsp;&nbsp;&nbsp; 3.95%, 06/28/38 | &nbsp;&nbsp;&nbsp; 125 | 117852 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/11/43 | &nbsp;&nbsp;&nbsp; 50 | 43966 |
| &nbsp;&nbsp;&nbsp; 4.05%, 06/29/48 | &nbsp;&nbsp;&nbsp; 180 | 152713 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/22/44 | &nbsp;&nbsp;&nbsp; 60 | 54452 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/09/52 | &nbsp;&nbsp;&nbsp; 80 | 71878 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/53 | &nbsp;&nbsp;&nbsp; 95 | 85710 |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/25/40 | &nbsp;&nbsp;&nbsp; 60 | 61761 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/01/40 | &nbsp;&nbsp;&nbsp; 85 | 91942 |
| &nbsp;&nbsp;&nbsp; 5.63%, 04/15/41 | &nbsp;&nbsp;&nbsp; 80 | 86045 |
| &nbsp;&nbsp;&nbsp; 6.20%, 04/15/38 | &nbsp;&nbsp;&nbsp; 75 | 85644 |
| &nbsp;&nbsp;&nbsp; 6.50%, 08/15/37 | &nbsp;&nbsp;&nbsp; 35 | 40978 |
| Yum! Brands Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/01/43 | &nbsp;&nbsp;&nbsp; 30 | 29286 |
| &nbsp;&nbsp;&nbsp; 6.88%, 11/15/37 | &nbsp;&nbsp;&nbsp; 40 | 44842 |
|  |  | 7616963 |
| **Semiconductors — 1.1%** | **Semiconductors — 1.1%** | **Semiconductors — 1.1%** |
| Advanced Micro Devices Inc., 4.39%, 06/01/52 | &nbsp;&nbsp;&nbsp; 50 | 42760 |
| Analog Devices Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 10/01/41 | &nbsp;&nbsp;&nbsp; 75 | 55972 |
| &nbsp;&nbsp;&nbsp; 2.95%, 10/01/51 | &nbsp;&nbsp;&nbsp; 110 | 72759 |
| &nbsp;&nbsp;&nbsp; 5.30%, 12/15/45 | &nbsp;&nbsp;&nbsp; 50 | 49517 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/54 | &nbsp;&nbsp;&nbsp; 35 | 34432 |
| Applied Materials Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.75%, 06/01/50 | &nbsp;&nbsp;&nbsp; 75 | 49090 |
| &nbsp;&nbsp;&nbsp; 4.35%, 04/01/47 | &nbsp;&nbsp;&nbsp; 92 | 80856 |
| &nbsp;&nbsp;&nbsp; 5.85%, 06/15/41 | &nbsp;&nbsp;&nbsp; 55 | 58999 |
| Broadcom Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.19%, 11/15/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 280 | 241772 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/15/41 | &nbsp;&nbsp;&nbsp; 285 | 236941 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/15/51 | &nbsp;&nbsp;&nbsp; 185 | 143629 |
| &nbsp;&nbsp;&nbsp; 4.80%, 02/15/36 | &nbsp;&nbsp;&nbsp; 175 | 175424 |
| &nbsp;&nbsp;&nbsp; 4.90%, 02/15/38 | &nbsp;&nbsp;&nbsp; 170 | 169668 |
| &nbsp;&nbsp;&nbsp; 4.93%, 05/15/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 245 | 245940 |
| Foundry JV Holdco LLC |  |  |
| &nbsp;&nbsp;&nbsp; 6.10%, 01/25/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 212645 |
| &nbsp;&nbsp;&nbsp; 6.20%, 01/25/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 213400 |
| &nbsp;&nbsp;&nbsp; 6.30%, 01/25/39<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 214807 |
| Intel Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.80%, 08/12/41 | &nbsp;&nbsp;&nbsp; 85 | 60368 |
| &nbsp;&nbsp;&nbsp; 3.05%, 08/12/51 | &nbsp;&nbsp;&nbsp; 155 | 97779 |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/15/60 | &nbsp;&nbsp;&nbsp; 90 | 52729 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/12/61 | &nbsp;&nbsp;&nbsp; 75 | 44555 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/15/49 | &nbsp;&nbsp;&nbsp; 190 | 124973 |
| &nbsp;&nbsp;&nbsp; 3.73%, 12/08/47 | &nbsp;&nbsp;&nbsp; 195 | 142597 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/19/46 | &nbsp;&nbsp;&nbsp; 146 | 114304 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/11/47 | &nbsp;&nbsp;&nbsp; 110 | 85065 |
| &nbsp;&nbsp;&nbsp; 4.25%, 12/15/42 | &nbsp;&nbsp;&nbsp; 70 | 57869 |
| &nbsp;&nbsp;&nbsp; 4.60%, 03/25/40 | &nbsp;&nbsp;&nbsp; 80 | 72549 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/25/50 | &nbsp;&nbsp;&nbsp; 220 | 185508 |
| &nbsp;&nbsp;&nbsp; 4.80%, 10/01/41 | &nbsp;&nbsp;&nbsp; 90 | 81117 |
| &nbsp;&nbsp;&nbsp; 4.90%, 07/29/45 | &nbsp;&nbsp;&nbsp; 60 | 52815 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/05/52 | &nbsp;&nbsp;&nbsp; 185 | 158289 |
| &nbsp;&nbsp;&nbsp; 4.95%, 03/25/60 | &nbsp;&nbsp;&nbsp; 80 | 67112 |
| &nbsp;&nbsp;&nbsp; 5.05%, 08/05/62 | &nbsp;&nbsp;&nbsp; 90 | 75740 |
| &nbsp;&nbsp;&nbsp; 5.60%, 02/21/54 | &nbsp;&nbsp;&nbsp; 95 | 90503 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/10/43 | &nbsp;&nbsp;&nbsp; 55 | 54170 |
| &nbsp;&nbsp;&nbsp; 5.70%, 02/10/53 | &nbsp;&nbsp;&nbsp; 185 | 177493 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/10/63 | &nbsp;&nbsp;&nbsp; 120 | 116033 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Semiconductors (continued)** | **Semiconductors (continued)** | **Semiconductors (continued)** |
| KLA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/01/50 | &nbsp;&nbsp;&nbsp; $80 | $56980 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/15/52 | &nbsp;&nbsp;&nbsp; 140 | 129912 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/49 | &nbsp;&nbsp;&nbsp; 50 | 46908 |
| &nbsp;&nbsp;&nbsp; 5.25%, 07/15/62 | &nbsp;&nbsp;&nbsp; 60 | 57325 |
| Lam Research Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/50 | &nbsp;&nbsp;&nbsp; 60 | 39860 |
| &nbsp;&nbsp;&nbsp; 3.13%, 06/15/60 | &nbsp;&nbsp;&nbsp; 40 | 25627 |
| &nbsp;&nbsp;&nbsp; 4.88%, 03/15/49 | &nbsp;&nbsp;&nbsp; 75 | 69894 |
| Micron Technology Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.37%, 11/01/41 | &nbsp;&nbsp;&nbsp; 45 | 34740 |
| &nbsp;&nbsp;&nbsp; 3.48%, 11/01/51 | &nbsp;&nbsp;&nbsp; 45 | 31899 |
| NVIDIA Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/40 | &nbsp;&nbsp;&nbsp; 96 | 82742 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/01/50 | &nbsp;&nbsp;&nbsp; 185 | 141094 |
| &nbsp;&nbsp;&nbsp; 3.70%, 04/01/60 | &nbsp;&nbsp;&nbsp; 30 | 22841 |
| NXP BV/NXP Funding LLC/NXP USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/15/42 | &nbsp;&nbsp;&nbsp; 35 | 25921 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/11/41 | &nbsp;&nbsp;&nbsp; 95 | 72506 |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/30/51 | &nbsp;&nbsp;&nbsp; 50 | 33541 |
| QUALCOMM Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/20/50 | &nbsp;&nbsp;&nbsp; 95 | 66895 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/20/47 | &nbsp;&nbsp;&nbsp; 157 | 134271 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/20/52 | &nbsp;&nbsp;&nbsp; 115 | 99167 |
| &nbsp;&nbsp;&nbsp; 4.80%, 05/20/45 | &nbsp;&nbsp;&nbsp; 175 | 163029 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/20/53 | &nbsp;&nbsp;&nbsp; 115 | 123577 |
| Texas Instruments Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 09/15/51 | &nbsp;&nbsp;&nbsp; 45 | 28209 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/15/39 | &nbsp;&nbsp;&nbsp; 65 | 58677 |
| &nbsp;&nbsp;&nbsp; 4.10%, 08/16/52 | &nbsp;&nbsp;&nbsp; 25 | 20415 |
| &nbsp;&nbsp;&nbsp; 4.15%, 05/15/48 | &nbsp;&nbsp;&nbsp; 130 | 108942 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/14/53 | &nbsp;&nbsp;&nbsp; 65 | 60879 |
| &nbsp;&nbsp;&nbsp; 5.05%, 05/18/63 | &nbsp;&nbsp;&nbsp; 135 | 124117 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/08/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 72104 |
| TSMC Arizona Corp., 3.25%, 10/25/51 | &nbsp;&nbsp;&nbsp; 215 | 166506 |
|  |  | 6308757 |
| **Software — 1.2%** | **Software — 1.2%** | **Software — 1.2%** |
| Fidelity National Information Services Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 03/01/41 | &nbsp;&nbsp;&nbsp; 65 | 48682 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/46 | &nbsp;&nbsp;&nbsp; 30 | 25508 |
| Fiserv Inc., 4.40%, 07/01/49 | &nbsp;&nbsp;&nbsp; 175 | 139554 |
| Intuit Inc., 5.50%, 09/15/53 | &nbsp;&nbsp;&nbsp; 105 | 105484 |
| Microsoft Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 09/15/50 | &nbsp;&nbsp;&nbsp; 170 | 106770 |
| &nbsp;&nbsp;&nbsp; 2.53%, 06/01/50 | &nbsp;&nbsp;&nbsp; 584 | 370032 |
| &nbsp;&nbsp;&nbsp; 2.68%, 06/01/60 | &nbsp;&nbsp;&nbsp; 299 | 177954 |
| &nbsp;&nbsp;&nbsp; 2.92%, 03/17/52 | &nbsp;&nbsp;&nbsp; 570 | 386442 |
| &nbsp;&nbsp;&nbsp; 3.04%, 03/17/62 | &nbsp;&nbsp;&nbsp; 177 | 114558 |
| &nbsp;&nbsp;&nbsp; 3.45%, 08/08/36 | &nbsp;&nbsp;&nbsp; 175 | 161858 |
| &nbsp;&nbsp;&nbsp; 3.50%, 11/15/42 | &nbsp;&nbsp;&nbsp; 65 | 54012 |
| &nbsp;&nbsp;&nbsp; 3.70%, 08/08/46 | &nbsp;&nbsp;&nbsp; 100 | 82212 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/12/45 | &nbsp;&nbsp;&nbsp; 65 | 55344 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/08/56 | &nbsp;&nbsp;&nbsp; 25 | 20268 |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/12/55 | &nbsp;&nbsp;&nbsp; 45 | 36965 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/06/37 | &nbsp;&nbsp;&nbsp; 95 | 93340 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/06/47 | &nbsp;&nbsp;&nbsp; 130 | 118371 |
| &nbsp;&nbsp;&nbsp; 4.45%, 11/03/45 | &nbsp;&nbsp;&nbsp; 150 | 142031 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/01/40 | &nbsp;&nbsp;&nbsp; 90 | 88998 |
| &nbsp;&nbsp;&nbsp; 4.50%, 06/15/47 | &nbsp;&nbsp;&nbsp; 80 | 73468 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/06/57 | &nbsp;&nbsp;&nbsp; 40 | 36569 |
| &nbsp;&nbsp;&nbsp; 5.20%, 06/01/39 | &nbsp;&nbsp;&nbsp; 20 | 21290 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Software (continued)** | **Software (continued)** | **Software (continued)** |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/08/41 | &nbsp;&nbsp;&nbsp; $55 | $58683 |
| MSCI Inc., 5.15%, 03/15/36 | &nbsp;&nbsp;&nbsp; 50 | 49890 |
| Oracle Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/40 | &nbsp;&nbsp;&nbsp; 325 | 250834 |
| &nbsp;&nbsp;&nbsp; 3.60%, 04/01/50 | &nbsp;&nbsp;&nbsp; 465 | 307731 |
| &nbsp;&nbsp;&nbsp; 3.65%, 03/25/41 | &nbsp;&nbsp;&nbsp; 240 | 182467 |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/15/37 | &nbsp;&nbsp;&nbsp; 165 | 137466 |
| &nbsp;&nbsp;&nbsp; 3.85%, 07/15/36 | &nbsp;&nbsp;&nbsp; 140 | 120663 |
| &nbsp;&nbsp;&nbsp; 3.85%, 04/01/60 | &nbsp;&nbsp;&nbsp; 295 | 192738 |
| &nbsp;&nbsp;&nbsp; 3.95%, 03/25/51 | &nbsp;&nbsp;&nbsp; 350 | 243677 |
| &nbsp;&nbsp;&nbsp; 4.00%, 07/15/46 | &nbsp;&nbsp;&nbsp; 315 | 230189 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/47 | &nbsp;&nbsp;&nbsp; 240 | 175080 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/25/61 | &nbsp;&nbsp;&nbsp; 170 | 114779 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/45 | &nbsp;&nbsp;&nbsp; 125 | 94406 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/55 | &nbsp;&nbsp;&nbsp; 135 | 98746 |
| &nbsp;&nbsp;&nbsp; 4.50%, 07/08/44 | &nbsp;&nbsp;&nbsp; 125 | 100383 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/15/40 | &nbsp;&nbsp;&nbsp; 170 | 158738 |
| &nbsp;&nbsp;&nbsp; 5.38%, 09/27/54 | &nbsp;&nbsp;&nbsp; 195 | 166809 |
| &nbsp;&nbsp;&nbsp; 5.50%, 09/27/64 | &nbsp;&nbsp;&nbsp; 105 | 88803 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/06/53 | &nbsp;&nbsp;&nbsp; 210 | 184107 |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/26/45 | &nbsp;&nbsp;&nbsp; 315 | 296196 |
| &nbsp;&nbsp;&nbsp; 5.95%, 09/26/55 | &nbsp;&nbsp;&nbsp; 175 | 163388 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/03/55 | &nbsp;&nbsp;&nbsp; 150 | 139331 |
| &nbsp;&nbsp;&nbsp; 6.10%, 09/26/65 | &nbsp;&nbsp;&nbsp; 225 | 209469 |
| &nbsp;&nbsp;&nbsp; 6.13%, 07/08/39 | &nbsp;&nbsp;&nbsp; 145 | 146479 |
| &nbsp;&nbsp;&nbsp; 6.13%, 08/03/65 | &nbsp;&nbsp;&nbsp; 80 | 74431 |
| &nbsp;&nbsp;&nbsp; 6.50%, 04/15/38 | &nbsp;&nbsp;&nbsp; 121 | 126915 |
| &nbsp;&nbsp;&nbsp; 6.90%, 11/09/52 | &nbsp;&nbsp;&nbsp; 190 | 197283 |
| Salesforce Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 07/15/41 | &nbsp;&nbsp;&nbsp; 120 | 88272 |
| &nbsp;&nbsp;&nbsp; 2.90%, 07/15/51 | &nbsp;&nbsp;&nbsp; 175 | 113605 |
| &nbsp;&nbsp;&nbsp; 3.05%, 07/15/61 | &nbsp;&nbsp;&nbsp; 110 | 67713 |
| Synopsys Inc., 5.70%, 04/01/55 | &nbsp;&nbsp;&nbsp; 185 | 185584 |
|  |  | 7224565 |
| **Telecommunications — 2.4%** | **Telecommunications — 2.4%** | **Telecommunications — 2.4%** |
| America Movil SAB de CV |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/16/42 | &nbsp;&nbsp;&nbsp; 40 | 35190 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/22/49 | &nbsp;&nbsp;&nbsp; 50 | 42692 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/15/37 | &nbsp;&nbsp;&nbsp; 120 | 130386 |
| &nbsp;&nbsp;&nbsp; 6.13%, 03/30/40 | &nbsp;&nbsp;&nbsp; 154 | 166302 |
| AT&T Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 02/01/43 | &nbsp;&nbsp;&nbsp; 115 | 85561 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/01/52 | &nbsp;&nbsp;&nbsp; 130 | 86595 |
| &nbsp;&nbsp;&nbsp; 3.50%, 06/01/41 | &nbsp;&nbsp;&nbsp; 200 | 159295 |
| &nbsp;&nbsp;&nbsp; 3.50%, 09/15/53 | &nbsp;&nbsp;&nbsp; 715 | 491918 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/01/61 | &nbsp;&nbsp;&nbsp; 45 | 29433 |
| &nbsp;&nbsp;&nbsp; 3.55%, 09/15/55 | &nbsp;&nbsp;&nbsp; 735 | 503028 |
| &nbsp;&nbsp;&nbsp; 3.65%, 06/01/51 | &nbsp;&nbsp;&nbsp; 325 | 233557 |
| &nbsp;&nbsp;&nbsp; 3.65%, 09/15/59 | &nbsp;&nbsp;&nbsp; 591 | 402552 |
| &nbsp;&nbsp;&nbsp; 3.80%, 12/01/57 | &nbsp;&nbsp;&nbsp; 570 | 404897 |
| &nbsp;&nbsp;&nbsp; 3.85%, 06/01/60 | &nbsp;&nbsp;&nbsp; 115 | 81578 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/15/42 | &nbsp;&nbsp;&nbsp; 170 | 146433 |
| &nbsp;&nbsp;&nbsp; 4.35%, 06/15/45 | &nbsp;&nbsp;&nbsp; 105 | 88396 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/09/48 | &nbsp;&nbsp;&nbsp; 160 | 134931 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/09/49 | &nbsp;&nbsp;&nbsp; 125 | 105658 |
| &nbsp;&nbsp;&nbsp; 4.65%, 06/01/44 | &nbsp;&nbsp;&nbsp; 85 | 74828 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/46 | &nbsp;&nbsp;&nbsp; 185 | 164086 |
| &nbsp;&nbsp;&nbsp; 4.80%, 06/15/44 | &nbsp;&nbsp;&nbsp; 35 | 31506 |
| &nbsp;&nbsp;&nbsp; 4.85%, 03/01/39 | &nbsp;&nbsp;&nbsp; 70 | 67431 |
| &nbsp;&nbsp;&nbsp; 4.90%, 08/15/37 | &nbsp;&nbsp;&nbsp; 95 | 93546 |
| &nbsp;&nbsp;&nbsp; 5.15%, 03/15/42 | &nbsp;&nbsp;&nbsp; 50 | 48251 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD 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; 5.15%, 11/15/46 | &nbsp;&nbsp;&nbsp; $60 | $55951 |
| &nbsp;&nbsp;&nbsp; 5.15%, 02/15/50 | &nbsp;&nbsp;&nbsp; 60 | 55096 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/01/37 | &nbsp;&nbsp;&nbsp; 90 | 92009 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/47 | &nbsp;&nbsp;&nbsp; 95 | 92029 |
| &nbsp;&nbsp;&nbsp; 5.55%, 08/15/41 | &nbsp;&nbsp;&nbsp; 60 | 60653 |
| &nbsp;&nbsp;&nbsp; 5.55%, 11/01/45 | &nbsp;&nbsp;&nbsp; 100 | 98323 |
| &nbsp;&nbsp;&nbsp; 5.65%, 02/15/47 | &nbsp;&nbsp;&nbsp; 80 | 82124 |
| &nbsp;&nbsp;&nbsp; 5.70%, 11/01/54 | &nbsp;&nbsp;&nbsp; 90 | 88339 |
| &nbsp;&nbsp;&nbsp; 5.70%, 03/01/57 | &nbsp;&nbsp;&nbsp; 55 | 53912 |
| &nbsp;&nbsp;&nbsp; 6.00%, 08/15/40 | &nbsp;&nbsp;&nbsp; 25 | 26367 |
| &nbsp;&nbsp;&nbsp; 6.05%, 08/15/56 | &nbsp;&nbsp;&nbsp; 70 | 72219 |
| &nbsp;&nbsp;&nbsp; 6.38%, 03/01/41 | &nbsp;&nbsp;&nbsp; 40 | 43549 |
| Bell Telephone Co. of Canada or Bell Canada |  |  |
| &nbsp;&nbsp;&nbsp; 3.65%, 08/15/52 | &nbsp;&nbsp;&nbsp; 57 | 40823 |
| &nbsp;&nbsp;&nbsp; 4.30%, 07/29/49 | &nbsp;&nbsp;&nbsp; 35 | 28093 |
| &nbsp;&nbsp;&nbsp; 4.46%, 04/01/48 | &nbsp;&nbsp;&nbsp; 110 | 91981 |
| &nbsp;&nbsp;&nbsp; 5.55%, 02/15/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 75 | 72572 |
| &nbsp;&nbsp;&nbsp; Series US-4, 3.65%, 03/17/51 | &nbsp;&nbsp;&nbsp; 40 | 29125 |
| Cisco Systems Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 02/26/54 | &nbsp;&nbsp;&nbsp; 185 | 181585 |
| &nbsp;&nbsp;&nbsp; 5.35%, 02/26/64 | &nbsp;&nbsp;&nbsp; 75 | 72795 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/40 | &nbsp;&nbsp;&nbsp; 220 | 231751 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/24/55 | &nbsp;&nbsp;&nbsp; 70 | 70569 |
| &nbsp;&nbsp;&nbsp; 5.90%, 02/15/39 | &nbsp;&nbsp;&nbsp; 180 | 196269 |
| Corning Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.90%, 11/15/49 | &nbsp;&nbsp;&nbsp; 20 | 15790 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/57 | &nbsp;&nbsp;&nbsp; 65 | 53469 |
| &nbsp;&nbsp;&nbsp; 4.70%, 03/15/37 | &nbsp;&nbsp;&nbsp; 30 | 29496 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/15/42 | &nbsp;&nbsp;&nbsp; 45 | 41826 |
| &nbsp;&nbsp;&nbsp; 5.35%, 11/15/48 | &nbsp;&nbsp;&nbsp; 55 | 54083 |
| &nbsp;&nbsp;&nbsp; 5.45%, 11/15/79 | &nbsp;&nbsp;&nbsp; 95 | 87836 |
| &nbsp;&nbsp;&nbsp; 5.75%, 08/15/40 | &nbsp;&nbsp;&nbsp; 36 | 37807 |
| &nbsp;&nbsp;&nbsp; 5.85%, 11/15/68 | &nbsp;&nbsp;&nbsp; 35 | 34795 |
| Deutsche Telekom AG, 3.63%, 01/21/50<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 150 | 110719 |
| &nbsp;&nbsp;&nbsp; Deutsche Telekom International Finance BV, 4.75%, <br> 06/21/38<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 20 | 19450 |
| Embarq LLC, 8.00%, 06/01/36 | &nbsp;&nbsp;&nbsp; 127 | 49534 |
| Fibercop SpA |  |  |
| &nbsp;&nbsp;&nbsp; Series 2036, 7.20%, 07/18/36<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 38 | 37769 |
| &nbsp;&nbsp;&nbsp; Series 2038, 7.72%, 06/04/38<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 70 | 70611 |
| Juniper Networks Inc., 5.95%, 03/15/41 | &nbsp;&nbsp;&nbsp; 31 | 31131 |
| Lumen Technologies Inc. |  |  |
| &nbsp;&nbsp;&nbsp; Series P, 7.60%, 09/15/39 | &nbsp;&nbsp;&nbsp; 43 | 41838 |
| &nbsp;&nbsp;&nbsp; Series U, 7.65%, 03/15/42 | &nbsp;&nbsp;&nbsp; 35 | 33724 |
| Motorola Solutions Inc., 5.50%, 09/01/44 | &nbsp;&nbsp;&nbsp; 26 | 25584 |
| Nokia OYJ, 6.63%, 05/15/39 | &nbsp;&nbsp;&nbsp; 55 | 59123 |
| Orange SA |  |  |
| &nbsp;&nbsp;&nbsp; 5.38%, 01/13/42 | &nbsp;&nbsp;&nbsp; 20 | 19835 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/06/44 | &nbsp;&nbsp;&nbsp; 5 | 4980 |
| Rogers Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.70%, 11/15/49 | &nbsp;&nbsp;&nbsp; 60 | 43923 |
| &nbsp;&nbsp;&nbsp; 4.30%, 02/15/48 | &nbsp;&nbsp;&nbsp; 75 | 60928 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/42 | &nbsp;&nbsp;&nbsp; 95 | 82456 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/43 | &nbsp;&nbsp;&nbsp; 50 | 42680 |
| &nbsp;&nbsp;&nbsp; 4.55%, 03/15/52 | &nbsp;&nbsp;&nbsp; 200 | 162479 |
| &nbsp;&nbsp;&nbsp; 5.00%, 03/15/44 | &nbsp;&nbsp;&nbsp; 80 | 72736 |
| &nbsp;&nbsp;&nbsp; 5.45%, 10/01/43 | &nbsp;&nbsp;&nbsp; 35 | 33484 |
| &nbsp;&nbsp;&nbsp; 7.50%, 08/15/38 | &nbsp;&nbsp;&nbsp; 60 | 70161 |
| SES AMERICOM, Inc., 5.30%, 03/25/44<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 4 | 3069 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Telecommunications (continued)** | **Telecommunications (continued)** | **Telecommunications (continued)** |
| Telecom Italia Capital SA |  |  |
| &nbsp;&nbsp;&nbsp; 7.20%, 07/18/36 | &nbsp;&nbsp;&nbsp; $55 | $60034 |
| &nbsp;&nbsp;&nbsp; 7.72%, 06/04/38 | &nbsp;&nbsp;&nbsp; 55 | 61003 |
| Telefonica Emisiones SA |  |  |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/06/48 | &nbsp;&nbsp;&nbsp; 150 | 127538 |
| &nbsp;&nbsp;&nbsp; 5.21%, 03/08/47 | &nbsp;&nbsp;&nbsp; 265 | 236272 |
| &nbsp;&nbsp;&nbsp; 5.52%, 03/01/49 | &nbsp;&nbsp;&nbsp; 150 | 138346 |
| &nbsp;&nbsp;&nbsp; 7.05%, 06/20/36 | &nbsp;&nbsp;&nbsp; 195 | 220032 |
| T-Mobile USA Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/41 | &nbsp;&nbsp;&nbsp; 190 | 143094 |
| &nbsp;&nbsp;&nbsp; 3.30%, 02/15/51 | &nbsp;&nbsp;&nbsp; 310 | 211435 |
| &nbsp;&nbsp;&nbsp; 3.40%, 10/15/52 | &nbsp;&nbsp;&nbsp; 290 | 198990 |
| &nbsp;&nbsp;&nbsp; 3.60%, 11/15/60 | &nbsp;&nbsp;&nbsp; 150 | 102321 |
| &nbsp;&nbsp;&nbsp; 4.38%, 04/15/40 | &nbsp;&nbsp;&nbsp; 200 | 181972 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/15/50 | &nbsp;&nbsp;&nbsp; 300 | 252368 |
| &nbsp;&nbsp;&nbsp; 5.25%, 06/15/55 | &nbsp;&nbsp;&nbsp; 105 | 97759 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/15/55 | &nbsp;&nbsp;&nbsp; 85 | 82051 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/15/53 | &nbsp;&nbsp;&nbsp; 90 | 88922 |
| &nbsp;&nbsp;&nbsp; 5.70%, 01/15/56 | &nbsp;&nbsp;&nbsp; 50 | 49724 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/15/54 | &nbsp;&nbsp;&nbsp; 140 | 140146 |
| &nbsp;&nbsp;&nbsp; 5.80%, 09/15/62 | &nbsp;&nbsp;&nbsp; 65 | 65494 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/15/55 | &nbsp;&nbsp;&nbsp; 105 | 106954 |
| &nbsp;&nbsp;&nbsp; 6.00%, 06/15/54 | &nbsp;&nbsp;&nbsp; 110 | 114044 |
| Verizon Communications Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 11/20/40 | &nbsp;&nbsp;&nbsp; 335 | 243647 |
| &nbsp;&nbsp;&nbsp; 2.85%, 09/03/41 | &nbsp;&nbsp;&nbsp; 140 | 102218 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/20/50 | &nbsp;&nbsp;&nbsp; 280 | 177028 |
| &nbsp;&nbsp;&nbsp; 2.99%, 10/30/56 | &nbsp;&nbsp;&nbsp; 313 | 190710 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/20/60 | &nbsp;&nbsp;&nbsp; 165 | 98692 |
| &nbsp;&nbsp;&nbsp; 3.40%, 03/22/41 | &nbsp;&nbsp;&nbsp; 395 | 312085 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/22/51 | &nbsp;&nbsp;&nbsp; 470 | 340905 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/22/61 | &nbsp;&nbsp;&nbsp; 300 | 208344 |
| &nbsp;&nbsp;&nbsp; 3.85%, 11/01/42 | &nbsp;&nbsp;&nbsp; 100 | 81015 |
| &nbsp;&nbsp;&nbsp; 3.88%, 03/01/52 | &nbsp;&nbsp;&nbsp; 125 | 94759 |
| &nbsp;&nbsp;&nbsp; 4.00%, 03/22/50 | &nbsp;&nbsp;&nbsp; 145 | 112828 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/46 | &nbsp;&nbsp;&nbsp; 100 | 81404 |
| &nbsp;&nbsp;&nbsp; 4.27%, 01/15/36 | &nbsp;&nbsp;&nbsp; 135 | 127499 |
| &nbsp;&nbsp;&nbsp; 4.52%, 09/15/48 | &nbsp;&nbsp;&nbsp; 155 | 132313 |
| &nbsp;&nbsp;&nbsp; 4.67%, 03/15/55 | &nbsp;&nbsp;&nbsp; 80 | 68011 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/01/41 | &nbsp;&nbsp;&nbsp; 42 | 38618 |
| &nbsp;&nbsp;&nbsp; 4.81%, 03/15/39 | &nbsp;&nbsp;&nbsp; 135 | 130045 |
| &nbsp;&nbsp;&nbsp; 4.86%, 08/21/46 | &nbsp;&nbsp;&nbsp; 190 | 171623 |
| &nbsp;&nbsp;&nbsp; 5.01%, 04/15/49 | &nbsp;&nbsp;&nbsp; 60 | 54884 |
| &nbsp;&nbsp;&nbsp; 5.01%, 08/21/54 | &nbsp;&nbsp;&nbsp; 75 | 67493 |
| &nbsp;&nbsp;&nbsp; 5.25%, 03/16/37 | &nbsp;&nbsp;&nbsp; 70 | 71124 |
| &nbsp;&nbsp;&nbsp; 5.40%, 07/02/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 25571 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/16/47 | &nbsp;&nbsp;&nbsp; 75 | 73559 |
| &nbsp;&nbsp;&nbsp; 5.50%, 02/23/54<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 105 | 102661 |
| &nbsp;&nbsp;&nbsp; 5.75%, 11/30/45 | &nbsp;&nbsp;&nbsp; 175 | 176500 |
| &nbsp;&nbsp;&nbsp; 5.88%, 11/30/55 | &nbsp;&nbsp;&nbsp; 125 | 126072 |
| &nbsp;&nbsp;&nbsp; 6.00%, 11/30/65 | &nbsp;&nbsp;&nbsp; 130 | 131392 |
| &nbsp;&nbsp;&nbsp; 6.55%, 09/15/43 | &nbsp;&nbsp;&nbsp; 50 | 55496 |
| Vodafone Group PLC |  |  |
| &nbsp;&nbsp;&nbsp; 4.25%, 09/17/50 | &nbsp;&nbsp;&nbsp; 87 | 69166 |
| &nbsp;&nbsp;&nbsp; 4.88%, 06/19/49 | &nbsp;&nbsp;&nbsp; 190 | 167993 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/30/38 | &nbsp;&nbsp;&nbsp; 50 | 49550 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/04/81, (5-year CMT + 3.07%)<sup>(c)</sup> | &nbsp;&nbsp;&nbsp; 115 | 91166 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/30/48 | &nbsp;&nbsp;&nbsp; 115 | 108177 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/10/53 | &nbsp;&nbsp;&nbsp; 90 | 87434 |
| &nbsp;&nbsp;&nbsp; 5.75%, 06/28/54 | &nbsp;&nbsp;&nbsp; 205 | 202279 |
| &nbsp;&nbsp;&nbsp; 5.75%, 02/10/63 | &nbsp;&nbsp;&nbsp; 30 | 28956 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD 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; 5.88%, 06/28/64 | &nbsp;&nbsp;&nbsp; $75 | $74043 |
| &nbsp;&nbsp;&nbsp; 6.15%, 02/27/37 | &nbsp;&nbsp;&nbsp; 98 | 107337 |
|  |  | 14336596 |
| **Toys, Games & Hobbies — 0.0%** | **Toys, Games & Hobbies — 0.0%** | **Toys, Games & Hobbies — 0.0%** |
| Hasbro Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 5.10%, 05/15/44 | &nbsp;&nbsp;&nbsp; 35 | 31248 |
| &nbsp;&nbsp;&nbsp; 6.35%, 03/15/40 | &nbsp;&nbsp;&nbsp; 60 | 63503 |
| Mattel Inc., 5.45%, 11/01/41 | &nbsp;&nbsp;&nbsp; 35 | 33480 |
|  |  | 128231 |
| **Transportation — 1.5%** | **Transportation — 1.5%** | **Transportation — 1.5%** |
| Burlington Northern Santa Fe LLC |  |  |
| &nbsp;&nbsp;&nbsp; 2.88%, 06/15/52 | &nbsp;&nbsp;&nbsp; 55 | 35368 |
| &nbsp;&nbsp;&nbsp; 3.05%, 02/15/51 | &nbsp;&nbsp;&nbsp; 60 | 40587 |
| &nbsp;&nbsp;&nbsp; 3.30%, 09/15/51 | &nbsp;&nbsp;&nbsp; 80 | 56629 |
| &nbsp;&nbsp;&nbsp; 3.55%, 02/15/50 | &nbsp;&nbsp;&nbsp; 110 | 82276 |
| &nbsp;&nbsp;&nbsp; 3.90%, 08/01/46 | &nbsp;&nbsp;&nbsp; 80 | 65151 |
| &nbsp;&nbsp;&nbsp; 4.05%, 06/15/48 | &nbsp;&nbsp;&nbsp; 100 | 82537 |
| &nbsp;&nbsp;&nbsp; 4.13%, 06/15/47 | &nbsp;&nbsp;&nbsp; 50 | 41852 |
| &nbsp;&nbsp;&nbsp; 4.15%, 04/01/45 | &nbsp;&nbsp;&nbsp; 120 | 102378 |
| &nbsp;&nbsp;&nbsp; 4.15%, 12/15/48 | &nbsp;&nbsp;&nbsp; 60 | 50142 |
| &nbsp;&nbsp;&nbsp; 4.38%, 09/01/42 | &nbsp;&nbsp;&nbsp; 90 | 81361 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/15/42 | &nbsp;&nbsp;&nbsp; 85 | 77043 |
| &nbsp;&nbsp;&nbsp; 4.45%, 03/15/43 | &nbsp;&nbsp;&nbsp; 50 | 45192 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/15/53 | &nbsp;&nbsp;&nbsp; 115 | 98788 |
| &nbsp;&nbsp;&nbsp; 4.55%, 09/01/44 | &nbsp;&nbsp;&nbsp; 90 | 81403 |
| &nbsp;&nbsp;&nbsp; 4.70%, 09/01/45 | &nbsp;&nbsp;&nbsp; 35 | 32075 |
| &nbsp;&nbsp;&nbsp; 4.90%, 04/01/44 | &nbsp;&nbsp;&nbsp; 65 | 62066 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/15/41 | &nbsp;&nbsp;&nbsp; 55 | 53659 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/01/41 | &nbsp;&nbsp;&nbsp; 25 | 24780 |
| &nbsp;&nbsp;&nbsp; 5.15%, 09/01/43 | &nbsp;&nbsp;&nbsp; 85 | 83702 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/15/54 | &nbsp;&nbsp;&nbsp; 160 | 153861 |
| &nbsp;&nbsp;&nbsp; 5.40%, 06/01/41 | &nbsp;&nbsp;&nbsp; 60 | 61429 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/15/55 | &nbsp;&nbsp;&nbsp; 130 | 130576 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/01/40 | &nbsp;&nbsp;&nbsp; 75 | 80269 |
| &nbsp;&nbsp;&nbsp; 5.80%, 03/15/56 | &nbsp;&nbsp;&nbsp; 85 | 88979 |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/01/37 | &nbsp;&nbsp;&nbsp; 65 | 72930 |
| &nbsp;&nbsp;&nbsp; 6.20%, 08/15/36 | &nbsp;&nbsp;&nbsp; 25 | 28172 |
| Canadian National Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 2.45%, 05/01/50 | &nbsp;&nbsp;&nbsp; 30 | 18028 |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/02/46 | &nbsp;&nbsp;&nbsp; 55 | 40427 |
| &nbsp;&nbsp;&nbsp; 3.65%, 02/03/48 | &nbsp;&nbsp;&nbsp; 55 | 42638 |
| &nbsp;&nbsp;&nbsp; 4.40%, 08/05/52 | &nbsp;&nbsp;&nbsp; 60 | 51397 |
| &nbsp;&nbsp;&nbsp; 4.45%, 01/20/49 | &nbsp;&nbsp;&nbsp; 60 | 52469 |
| &nbsp;&nbsp;&nbsp; 6.13%, 11/01/53 | &nbsp;&nbsp;&nbsp; 25 | 27446 |
| &nbsp;&nbsp;&nbsp; 6.20%, 06/01/36 | &nbsp;&nbsp;&nbsp; 65 | 72873 |
| &nbsp;&nbsp;&nbsp; 6.38%, 11/15/37 | &nbsp;&nbsp;&nbsp; 57 | 64559 |
| Canadian Pacific Railway Co. |  |  |
| &nbsp;&nbsp;&nbsp; 3.00%, 12/02/41 | &nbsp;&nbsp;&nbsp; 60 | 45322 |
| &nbsp;&nbsp;&nbsp; 3.10%, 12/02/51 | &nbsp;&nbsp;&nbsp; 180 | 121851 |
| &nbsp;&nbsp;&nbsp; 3.50%, 05/01/50 | &nbsp;&nbsp;&nbsp; 75 | 54922 |
| &nbsp;&nbsp;&nbsp; 4.20%, 11/15/69 | &nbsp;&nbsp;&nbsp; 20 | 15320 |
| &nbsp;&nbsp;&nbsp; 4.30%, 05/15/43 | &nbsp;&nbsp;&nbsp; 50 | 43859 |
| &nbsp;&nbsp;&nbsp; 4.70%, 05/01/48 | &nbsp;&nbsp;&nbsp; 60 | 54004 |
| &nbsp;&nbsp;&nbsp; 4.80%, 08/01/45 | &nbsp;&nbsp;&nbsp; 70 | 65070 |
| &nbsp;&nbsp;&nbsp; 4.95%, 08/15/45 | &nbsp;&nbsp;&nbsp; 65 | 61307 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/15/37 | &nbsp;&nbsp;&nbsp; 40 | 43307 |
| &nbsp;&nbsp;&nbsp; 6.13%, 09/15/2115 | &nbsp;&nbsp;&nbsp; 68 | 69508 |
| CSX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/15/51 | &nbsp;&nbsp;&nbsp; 35 | 21147 |
| &nbsp;&nbsp;&nbsp; 3.35%, 09/15/49 | &nbsp;&nbsp;&nbsp; 75 | 53955 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Transportation (continued)** | **Transportation (continued)** | **Transportation (continued)** |
| &nbsp;&nbsp;&nbsp; 3.80%, 11/01/46 | &nbsp;&nbsp;&nbsp; $82 | $65650 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/15/50 | &nbsp;&nbsp;&nbsp; 65 | 50582 |
| &nbsp;&nbsp;&nbsp; 3.95%, 05/01/50 | &nbsp;&nbsp;&nbsp; 51 | 40494 |
| &nbsp;&nbsp;&nbsp; 4.10%, 03/15/44 | &nbsp;&nbsp;&nbsp; 128 | 108952 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/01/66 | &nbsp;&nbsp;&nbsp; 35 | 27591 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/01/48 | &nbsp;&nbsp;&nbsp; 100 | 85105 |
| &nbsp;&nbsp;&nbsp; 4.40%, 03/01/43 | &nbsp;&nbsp;&nbsp; 71 | 63242 |
| &nbsp;&nbsp;&nbsp; 4.50%, 03/15/49 | &nbsp;&nbsp;&nbsp; 75 | 65298 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/52 | &nbsp;&nbsp;&nbsp; 110 | 95209 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/01/54 | &nbsp;&nbsp;&nbsp; 55 | 47219 |
| &nbsp;&nbsp;&nbsp; 4.65%, 03/01/68 | &nbsp;&nbsp;&nbsp; 35 | 29392 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/30/42 | &nbsp;&nbsp;&nbsp; 105 | 98738 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/48 | &nbsp;&nbsp;&nbsp; 10 | 9085 |
| &nbsp;&nbsp;&nbsp; 4.90%, 03/15/55 | &nbsp;&nbsp;&nbsp; 30 | 27483 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/15/41 | &nbsp;&nbsp;&nbsp; 45 | 46482 |
| &nbsp;&nbsp;&nbsp; 6.00%, 10/01/36 | &nbsp;&nbsp;&nbsp; 50 | 54754 |
| &nbsp;&nbsp;&nbsp; 6.15%, 05/01/37 | &nbsp;&nbsp;&nbsp; 50 | 55485 |
| &nbsp;&nbsp;&nbsp; 6.22%, 04/30/40 | &nbsp;&nbsp;&nbsp; 105 | 116757 |
| &nbsp;&nbsp;&nbsp; Empresa de Transporte de Pasajeros Metro SA, <br> 5.00%, 01/25/47<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 188375 |
| FedEx Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/41 | &nbsp;&nbsp;&nbsp; 25 | 18472 |
| &nbsp;&nbsp;&nbsp; 4.05%, 02/15/48 | &nbsp;&nbsp;&nbsp; 75 | 57688 |
| &nbsp;&nbsp;&nbsp; 4.10%, 04/15/43 | &nbsp;&nbsp;&nbsp; 25 | 19854 |
| &nbsp;&nbsp;&nbsp; 4.10%, 02/01/45 | &nbsp;&nbsp;&nbsp; 80 | 61992 |
| &nbsp;&nbsp;&nbsp; 4.40%, 01/15/47 | &nbsp;&nbsp;&nbsp; 75 | 59393 |
| &nbsp;&nbsp;&nbsp; 4.55%, 04/01/46 | &nbsp;&nbsp;&nbsp; 90 | 73592 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/45 | &nbsp;&nbsp;&nbsp; 60 | 51342 |
| &nbsp;&nbsp;&nbsp; 4.95%, 10/17/48<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 50 | 43042 |
| &nbsp;&nbsp;&nbsp; 5.10%, 01/15/44 | &nbsp;&nbsp;&nbsp; 78 | 70225 |
| &nbsp;&nbsp;&nbsp; 5.25%, 05/15/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 80 | 73351 |
| Indian Railway Finance Corp. Ltd., 3.95%, 02/13/50<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 159336 |
| MTR Corp. Ltd., 5.25%, 04/01/55<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 206305 |
| Norfolk Southern Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.90%, 08/25/51 | &nbsp;&nbsp;&nbsp; 60 | 38690 |
| &nbsp;&nbsp;&nbsp; 3.05%, 05/15/50 | &nbsp;&nbsp;&nbsp; 95 | 63918 |
| &nbsp;&nbsp;&nbsp; 3.16%, 05/15/55 | &nbsp;&nbsp;&nbsp; 80 | 52889 |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/01/49 | &nbsp;&nbsp;&nbsp; 45 | 32366 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/15/53 | &nbsp;&nbsp;&nbsp; 60 | 44422 |
| &nbsp;&nbsp;&nbsp; 3.94%, 11/01/47 | &nbsp;&nbsp;&nbsp; 94 | 75804 |
| &nbsp;&nbsp;&nbsp; 3.95%, 10/01/42 | &nbsp;&nbsp;&nbsp; 55 | 46502 |
| &nbsp;&nbsp;&nbsp; 4.05%, 08/15/52 | &nbsp;&nbsp;&nbsp; 95 | 75542 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/49 | &nbsp;&nbsp;&nbsp; 45 | 36747 |
| &nbsp;&nbsp;&nbsp; 4.10%, 05/15/2121 | &nbsp;&nbsp;&nbsp; 35 | 24918 |
| &nbsp;&nbsp;&nbsp; 4.15%, 02/28/48 | &nbsp;&nbsp;&nbsp; 70 | 58111 |
| &nbsp;&nbsp;&nbsp; 4.45%, 06/15/45 | &nbsp;&nbsp;&nbsp; 30 | 26476 |
| &nbsp;&nbsp;&nbsp; 4.55%, 06/01/53 | &nbsp;&nbsp;&nbsp; 85 | 73428 |
| &nbsp;&nbsp;&nbsp; 4.65%, 01/15/46 | &nbsp;&nbsp;&nbsp; 50 | 45032 |
| &nbsp;&nbsp;&nbsp; 4.84%, 10/01/41 | &nbsp;&nbsp;&nbsp; 75 | 71590 |
| &nbsp;&nbsp;&nbsp; 5.10%, 08/01/2118 | &nbsp;&nbsp;&nbsp; 20 | 17745 |
| &nbsp;&nbsp;&nbsp; 5.35%, 08/01/54 | &nbsp;&nbsp;&nbsp; 70 | 68196 |
| &nbsp;&nbsp;&nbsp; 5.95%, 03/15/64 | &nbsp;&nbsp;&nbsp; 45 | 47236 |
| Polar Tankers Inc., 5.95%, 05/10/37<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 25 | 27108 |
| Union Pacific Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 2.95%, 03/10/52 | &nbsp;&nbsp;&nbsp; 120 | 78412 |
| &nbsp;&nbsp;&nbsp; 2.97%, 09/16/62 | &nbsp;&nbsp;&nbsp; 50 | 29932 |
| &nbsp;&nbsp;&nbsp; 3.20%, 05/20/41 | &nbsp;&nbsp;&nbsp; 95 | 74994 |
| &nbsp;&nbsp;&nbsp; 3.25%, 02/05/50 | &nbsp;&nbsp;&nbsp; 225 | 158872 |
| &nbsp;&nbsp;&nbsp; 3.35%, 08/15/46 | &nbsp;&nbsp;&nbsp; 5 | 3713 |
| &nbsp;&nbsp;&nbsp; 3.38%, 02/14/42 | &nbsp;&nbsp;&nbsp; 35 | 27966 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/14/53 | &nbsp;&nbsp;&nbsp; 95 | 68863 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD 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; 3.55%, 08/15/39 | &nbsp;&nbsp;&nbsp; $65 | $56095 |
| &nbsp;&nbsp;&nbsp; 3.55%, 05/20/61 | &nbsp;&nbsp;&nbsp; 35 | 24180 |
| &nbsp;&nbsp;&nbsp; 3.60%, 09/15/37 | &nbsp;&nbsp;&nbsp; 76 | 68203 |
| &nbsp;&nbsp;&nbsp; 3.75%, 02/05/70 | &nbsp;&nbsp;&nbsp; 65 | 45056 |
| &nbsp;&nbsp;&nbsp; 3.80%, 10/01/51 | &nbsp;&nbsp;&nbsp; 105 | 81003 |
| &nbsp;&nbsp;&nbsp; 3.80%, 04/06/71 | &nbsp;&nbsp;&nbsp; 70 | 49342 |
| &nbsp;&nbsp;&nbsp; 3.84%, 03/20/60 | &nbsp;&nbsp;&nbsp; 210 | 155375 |
| &nbsp;&nbsp;&nbsp; 3.85%, 02/14/72 | &nbsp;&nbsp;&nbsp; 50 | 35577 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/01/55 | &nbsp;&nbsp;&nbsp; 80 | 61533 |
| &nbsp;&nbsp;&nbsp; 3.95%, 08/15/59 | &nbsp;&nbsp;&nbsp; 40 | 30426 |
| &nbsp;&nbsp;&nbsp; 4.00%, 04/15/47 | &nbsp;&nbsp;&nbsp; 90 | 73508 |
| &nbsp;&nbsp;&nbsp; 4.05%, 11/15/45 | &nbsp;&nbsp;&nbsp; 95 | 79394 |
| &nbsp;&nbsp;&nbsp; 4.05%, 03/01/46 | &nbsp;&nbsp;&nbsp; 100 | 83140 |
| &nbsp;&nbsp;&nbsp; 4.10%, 09/15/67 | &nbsp;&nbsp;&nbsp; 35 | 26759 |
| &nbsp;&nbsp;&nbsp; 4.30%, 03/01/49 | &nbsp;&nbsp;&nbsp; 85 | 71551 |
| &nbsp;&nbsp;&nbsp; 4.50%, 09/10/48 | &nbsp;&nbsp;&nbsp; 35 | 30526 |
| &nbsp;&nbsp;&nbsp; 4.95%, 09/09/52 | &nbsp;&nbsp;&nbsp; 15 | 13962 |
| &nbsp;&nbsp;&nbsp; 5.15%, 01/20/63 | &nbsp;&nbsp;&nbsp; 40 | 37541 |
| &nbsp;&nbsp;&nbsp; 5.60%, 12/01/54 | &nbsp;&nbsp;&nbsp; 140 | 142367 |
| United Parcel Service Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.40%, 11/15/46 | &nbsp;&nbsp;&nbsp; 25 | 18823 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/01/42 | &nbsp;&nbsp;&nbsp; 45 | 36643 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/47 | &nbsp;&nbsp;&nbsp; 132 | 103723 |
| &nbsp;&nbsp;&nbsp; 4.25%, 03/15/49 | &nbsp;&nbsp;&nbsp; 75 | 63135 |
| &nbsp;&nbsp;&nbsp; 4.88%, 11/15/40 | &nbsp;&nbsp;&nbsp; 65 | 63440 |
| &nbsp;&nbsp;&nbsp; 5.05%, 03/03/53 | &nbsp;&nbsp;&nbsp; 115 | 107178 |
| &nbsp;&nbsp;&nbsp; 5.20%, 04/01/40 | &nbsp;&nbsp;&nbsp; 60 | 61062 |
| &nbsp;&nbsp;&nbsp; 5.30%, 04/01/50<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 125 | 122428 |
| &nbsp;&nbsp;&nbsp; 5.50%, 05/22/54 | &nbsp;&nbsp;&nbsp; 115 | 114116 |
| &nbsp;&nbsp;&nbsp; 5.60%, 05/22/64 | &nbsp;&nbsp;&nbsp; 30 | 29562 |
| &nbsp;&nbsp;&nbsp; 5.95%, 05/14/55 | &nbsp;&nbsp;&nbsp; 130 | 137000 |
| &nbsp;&nbsp;&nbsp; 6.05%, 05/14/65 | &nbsp;&nbsp;&nbsp; 90 | 94803 |
| &nbsp;&nbsp;&nbsp; 6.20%, 01/15/38 | &nbsp;&nbsp;&nbsp; 170 | 189192 |
|  |  | 8679214 |
| **Trucking & Leasing — 0.0%** | **Trucking & Leasing — 0.0%** | **Trucking & Leasing — 0.0%** |
| GATX Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 06/01/51 | &nbsp;&nbsp;&nbsp; 50 | 32423 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/15/44 | &nbsp;&nbsp;&nbsp; 55 | 52405 |
| &nbsp;&nbsp;&nbsp; 6.05%, 06/05/54 | &nbsp;&nbsp;&nbsp; 75 | 76947 |
|  |  | 161775 |
| **Water — 0.1%** | **Water — 0.1%** | **Water — 0.1%** |
| American Water Capital Corp. |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 06/01/51 | &nbsp;&nbsp;&nbsp; 55 | 37965 |
| &nbsp;&nbsp;&nbsp; 3.45%, 05/01/50 | &nbsp;&nbsp;&nbsp; 55 | 39954 |
| &nbsp;&nbsp;&nbsp; 3.75%, 09/01/47 | &nbsp;&nbsp;&nbsp; 35 | 27325 |
| &nbsp;&nbsp;&nbsp; 4.00%, 12/01/46 | &nbsp;&nbsp;&nbsp; 45 | 36960 |
| &nbsp;&nbsp;&nbsp; 4.15%, 06/01/49 | &nbsp;&nbsp;&nbsp; 60 | 49208 |
| &nbsp;&nbsp;&nbsp; 4.20%, 09/01/48 | &nbsp;&nbsp;&nbsp; 80 | 66182 |
| &nbsp;&nbsp;&nbsp; 4.30%, 12/01/42 | &nbsp;&nbsp;&nbsp; 55 | 48335 |
| &nbsp;&nbsp;&nbsp; 4.30%, 09/01/45 | &nbsp;&nbsp;&nbsp; 40 | 34867 |
| &nbsp;&nbsp;&nbsp; 5.45%, 03/01/54 | &nbsp;&nbsp;&nbsp; 75 | 74076 |
| &nbsp;&nbsp;&nbsp; 5.70%, 09/01/55 | &nbsp;&nbsp;&nbsp; 90 | 91583 |
| &nbsp;&nbsp;&nbsp; 6.59%, 10/15/37 | &nbsp;&nbsp;&nbsp; 50 | 57196 |
| Essential Utilities Inc. |  |  |
| &nbsp;&nbsp;&nbsp; 3.35%, 04/15/50 | &nbsp;&nbsp;&nbsp; 75 | 51992 |
| &nbsp;&nbsp;&nbsp; 4.28%, 05/01/49 | &nbsp;&nbsp;&nbsp; 75 | 60703 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Water (continued)** | **Water (continued)** | **Water (continued)** |
| &nbsp;&nbsp;&nbsp; 5.30%, 05/01/52 | &nbsp;&nbsp;&nbsp; $35 | $32934 |
|  |  | 709280 |
| **Total Corporate Bonds & Notes — 44.5%** <br>**(Cost: $290,241,194)** | **Total Corporate Bonds & Notes — 44.5%** <br>**(Cost: $290,241,194)** | 265930676 |
| **Foreign Government Obligations**<sup>(g)</sup> | **Foreign Government Obligations**<sup>(g)</sup> | **Foreign Government Obligations**<sup>(g)</sup> |
| **Angola — 0.0%** | **Angola — 0.0%** | **Angola — 0.0%** |
| &nbsp;&nbsp;&nbsp; Angolan Government International Bonds, 9.38%, <br> 05/08/48<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 173991 |
| **Argentina — 0.4%** | **Argentina — 0.4%** | **Argentina — 0.4%** |
| Argentina Bonar Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/09/41<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; 59 | 38764 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/09/38<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; 315 | 228640 |
| Argentina Republic Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.38%, 07/09/46<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; 218 | 149791 |
| &nbsp;&nbsp;&nbsp; 4.88%, 07/09/41<sup>(b)(e)</sup> | &nbsp;&nbsp;&nbsp; 1084 | 721776 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/09/38<sup>(e)</sup> | &nbsp;&nbsp;&nbsp; 1350 | 1005242 |
| Provincia de Buenos Aires/Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.88%, 09/01/37<sup>(e)(f)</sup> | &nbsp;&nbsp;&nbsp; 80 | 50875 |
| &nbsp;&nbsp;&nbsp; 6.63%, 09/01/37<sup>(e)(f)</sup> | &nbsp;&nbsp;&nbsp; 505 | 364237 |
|  |  | 2559325 |
| **Bahrain — 0.1%** | **Bahrain — 0.1%** | **Bahrain — 0.1%** |
| Bahrain Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 09/19/44<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 181822 |
| &nbsp;&nbsp;&nbsp; 7.50%, 02/12/36<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 216685 |
|  |  | 398507 |
| **Brazil — 0.3%** | **Brazil — 0.3%** | **Brazil — 0.3%** |
| Brazil Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.75%, 01/14/50 | &nbsp;&nbsp;&nbsp; 400 | 296074 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/27/45<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 400 | 324462 |
| &nbsp;&nbsp;&nbsp; 5.63%, 01/07/41 | &nbsp;&nbsp;&nbsp; 200 | 188005 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/21/47 | &nbsp;&nbsp;&nbsp; 200 | 171456 |
| &nbsp;&nbsp;&nbsp; 7.13%, 01/20/37 | &nbsp;&nbsp;&nbsp; 200 | 220673 |
| &nbsp;&nbsp;&nbsp; 7.13%, 05/13/54 | &nbsp;&nbsp;&nbsp; 200 | 200352 |
| &nbsp;&nbsp;&nbsp; 7.25%, 01/12/56 | &nbsp;&nbsp;&nbsp; 200 | 199782 |
|  |  | 1600804 |
| **Bulgaria — 0.0%** | **Bulgaria — 0.0%** | **Bulgaria — 0.0%** |
| &nbsp;&nbsp;&nbsp; Bulgaria Government International Bonds, 5.00%, <br> 03/05/37<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 100 | 100217 |
| **Canada — 0.0%** | **Canada — 0.0%** | **Canada — 0.0%** |
| OMERS Finance Trust, 4.00%, 04/19/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 55 | 43481 |
| **Chile — 0.3%** | **Chile — 0.3%** | **Chile — 0.3%** |
| Chile Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.10%, 05/07/41 | &nbsp;&nbsp;&nbsp; 200 | 155527 |
| &nbsp;&nbsp;&nbsp; 3.10%, 01/22/61 | &nbsp;&nbsp;&nbsp; 400 | 256004 |
| &nbsp;&nbsp;&nbsp; 3.50%, 01/25/50 | &nbsp;&nbsp;&nbsp; 200 | 150128 |
| &nbsp;&nbsp;&nbsp; 3.50%, 04/15/53 | &nbsp;&nbsp;&nbsp; 200 | 146235 |
| &nbsp;&nbsp;&nbsp; 3.63%, 10/30/42 | &nbsp;&nbsp;&nbsp; 150 | 123755 |
| &nbsp;&nbsp;&nbsp; 3.86%, 06/21/47 | &nbsp;&nbsp;&nbsp; 200 | 162758 |
| &nbsp;&nbsp;&nbsp; 4.00%, 01/31/52 | &nbsp;&nbsp;&nbsp; 200 | 161538 |
| &nbsp;&nbsp;&nbsp; 4.34%, 03/07/42 | &nbsp;&nbsp;&nbsp; 200 | 180330 |
| &nbsp;&nbsp;&nbsp; 4.95%, 01/05/36 | &nbsp;&nbsp;&nbsp; 200 | 202636 |
|  |  | 1538911 |
| **China — 0.0%** | **China — 0.0%** | **China — 0.0%** |
| &nbsp;&nbsp;&nbsp; China Government International Bonds, 2.75%, <br> 12/03/39<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 179653 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Colombia — 0.2%** | **Colombia — 0.2%** | **Colombia — 0.2%** |
| Colombia Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/61 | &nbsp;&nbsp;&nbsp; $200 | $117159 |
| &nbsp;&nbsp;&nbsp; 4.13%, 05/15/51 | &nbsp;&nbsp;&nbsp; 200 | 125427 |
| &nbsp;&nbsp;&nbsp; 5.00%, 06/15/45 | &nbsp;&nbsp;&nbsp; 200 | 148542 |
| &nbsp;&nbsp;&nbsp; 5.20%, 05/15/49 | &nbsp;&nbsp;&nbsp; 200 | 148387 |
| &nbsp;&nbsp;&nbsp; 5.63%, 02/26/44 | &nbsp;&nbsp;&nbsp; 200 | 162815 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/18/41 | &nbsp;&nbsp;&nbsp; 200 | 178025 |
| &nbsp;&nbsp;&nbsp; 7.38%, 09/18/37 | &nbsp;&nbsp;&nbsp; 150 | 154072 |
| &nbsp;&nbsp;&nbsp; 8.38%, 11/07/54 | &nbsp;&nbsp;&nbsp; 200 | 213745 |
| &nbsp;&nbsp;&nbsp; 8.75%, 11/14/53 | &nbsp;&nbsp;&nbsp; 200 | 223364 |
|  |  | 1471536 |
| **Costa Rica — 0.1%** | **Costa Rica — 0.1%** | **Costa Rica — 0.1%** |
| Costa Rica Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 7.16%, 03/12/45<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 217656 |
| &nbsp;&nbsp;&nbsp; 7.30%, 11/13/54<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 221589 |
|  |  | 439245 |
| **Dominican Republic — 0.2%** | **Dominican Republic — 0.2%** | **Dominican Republic — 0.2%** |
| Dominican Republic International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.30%, 01/21/41<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 150 | 134672 |
| &nbsp;&nbsp;&nbsp; 5.88%, 01/30/60<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 300 | 267330 |
| &nbsp;&nbsp;&nbsp; 6.40%, 06/05/49<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 150 | 147790 |
| &nbsp;&nbsp;&nbsp; 6.50%, 02/15/48<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 150 | 149190 |
| &nbsp;&nbsp;&nbsp; 6.85%, 01/27/45<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 250 | 257457 |
| &nbsp;&nbsp;&nbsp; 6.95%, 03/15/37<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 150 | 159903 |
| &nbsp;&nbsp;&nbsp; 7.45%, 04/30/44<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 219670 |
|  |  | 1336012 |
| **Ecuador — 0.0%** | **Ecuador — 0.0%** | **Ecuador — 0.0%** |
| &nbsp;&nbsp;&nbsp; Ecuador Government International Bonds, 5.50%, <br> 07/31/40<sup>(e)(f)</sup><br>| &nbsp;&nbsp;&nbsp; 310 | 232588 |
| **Egypt — 0.2%** | **Egypt — 0.2%** | **Egypt — 0.2%** |
| Egypt Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 6.88%, 04/30/40<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 100 | 90249 |
| &nbsp;&nbsp;&nbsp; 7.50%, 02/16/61<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 165915 |
| &nbsp;&nbsp;&nbsp; 7.90%, 02/21/48<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 175538 |
| &nbsp;&nbsp;&nbsp; 8.50%, 01/31/47<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 186359 |
| &nbsp;&nbsp;&nbsp; 8.70%, 03/01/49<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 189128 |
| &nbsp;&nbsp;&nbsp; 8.88%, 05/29/50<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 192393 |
|  |  | 999582 |
| **El Salvador — 0.1%** | **El Salvador — 0.1%** | **El Salvador — 0.1%** |
| El Salvador Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 7.12%, 01/20/50<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 179813 |
| &nbsp;&nbsp;&nbsp; 7.63%, 02/01/41<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 197004 |
|  |  | 376817 |
| **Ghana — 0.0%** | **Ghana — 0.0%** | **Ghana — 0.0%** |
| &nbsp;&nbsp;&nbsp; Ghana Government International Bonds, 1.50%, <br> 01/03/37<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 100 | 52811 |
| **Guatemala — 0.1%** | **Guatemala — 0.1%** | **Guatemala — 0.1%** |
| Guatemala Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 6.13%, 06/01/50<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 193880 |
| &nbsp;&nbsp;&nbsp; 6.60%, 06/13/36<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 213507 |
|  |  | 407387 |
| **Hong Kong — 0.1%** | **Hong Kong — 0.1%** | **Hong Kong — 0.1%** |
| Airport Authority, 3.25%, 01/12/52<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 155381 |
| &nbsp;&nbsp;&nbsp; Hong Kong Government International Bonds, 5.25%, <br> 01/11/53<sup>(a)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 216722 |
|  |  | 372103 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Hungary — 0.1%** | **Hungary — 0.1%** | **Hungary — 0.1%** |
| Hungary Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/21/51<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; $200 | $124564 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/26/36<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200176 |
| &nbsp;&nbsp;&nbsp; 6.75%, 09/25/52<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 214824 |
| &nbsp;&nbsp;&nbsp; 7.63%, 03/29/41 | &nbsp;&nbsp;&nbsp; 200 | 236032 |
|  |  | 775596 |
| **Indonesia — 0.5%** | **Indonesia — 0.5%** | **Indonesia — 0.5%** |
| Indonesia Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.05%, 03/12/51 | &nbsp;&nbsp;&nbsp; 200 | 134967 |
| &nbsp;&nbsp;&nbsp; 3.50%, 02/14/50 | &nbsp;&nbsp;&nbsp; 200 | 147664 |
| &nbsp;&nbsp;&nbsp; 3.70%, 10/30/49 | &nbsp;&nbsp;&nbsp; 200 | 153615 |
| &nbsp;&nbsp;&nbsp; 4.20%, 10/15/50 | &nbsp;&nbsp;&nbsp; 200 | 165983 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/11/48 | &nbsp;&nbsp;&nbsp; 200 | 174077 |
| &nbsp;&nbsp;&nbsp; 5.10%, 02/10/54 | &nbsp;&nbsp;&nbsp; 200 | 193851 |
| &nbsp;&nbsp;&nbsp; 5.13%, 01/15/45<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 198508 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/17/42<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 201663 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/08/47<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 200351 |
| &nbsp;&nbsp;&nbsp; 5.65%, 01/11/53 | &nbsp;&nbsp;&nbsp; 200 | 204696 |
| &nbsp;&nbsp;&nbsp; 5.95%, 01/08/46<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 214511 |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/17/37<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 227735 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/15/44<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 232357 |
| &nbsp;&nbsp;&nbsp; 7.75%, 01/17/38<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 249355 |
| Perusahaan Penerbit SBSN Indonesia III |  |  |
| &nbsp;&nbsp;&nbsp; 3.55%, 06/09/51<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 146747 |
| &nbsp;&nbsp;&nbsp; 3.80%, 06/23/50<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 153573 |
|  |  | 2999653 |
| **Israel — 0.2%** | **Israel — 0.2%** | **Israel — 0.2%** |
| Israel Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 07/03/50 | &nbsp;&nbsp;&nbsp; 200 | 147781 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/30/43 | &nbsp;&nbsp;&nbsp; 200 | 178082 |
| &nbsp;&nbsp;&nbsp; 5.75%, 03/12/54 | &nbsp;&nbsp;&nbsp; 200 | 194908 |
| State of Israel |  |  |
| &nbsp;&nbsp;&nbsp; 3.38%, 01/15/50 | &nbsp;&nbsp;&nbsp; 200 | 136447 |
| &nbsp;&nbsp;&nbsp; 3.80%, 05/13/60<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 600 | 411188 |
|  |  | 1068406 |
| **Italy — 0.1%** | **Italy — 0.1%** | **Italy — 0.1%** |
| Republic of Italy Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/06/51 | &nbsp;&nbsp;&nbsp; 230 | 172498 |
| &nbsp;&nbsp;&nbsp; 4.00%, 10/17/49 | &nbsp;&nbsp;&nbsp; 285 | 221063 |
|  |  | 393561 |
| **Ivory Coast — 0.1%** | **Ivory Coast — 0.1%** | **Ivory Coast — 0.1%** |
| Ivory Coast Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 8.08%, 04/01/36<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 207163 |
| &nbsp;&nbsp;&nbsp; 8.25%, 01/30/37<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 209191 |
|  |  | 416354 |
| **Jamaica — 0.0%** | **Jamaica — 0.0%** | **Jamaica — 0.0%** |
| &nbsp;&nbsp;&nbsp; Jamaica Government International Bonds, 7.88%, <br> 07/28/45<br>| &nbsp;&nbsp;&nbsp; 200 | 239913 |
| **Jordan — 0.0%** | **Jordan — 0.0%** | **Jordan — 0.0%** |
| &nbsp;&nbsp;&nbsp; Jordan Government International Bonds, 7.38%, <br> 10/10/47<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 199583 |
| **Kazakhstan — 0.1%** | **Kazakhstan — 0.1%** | **Kazakhstan — 0.1%** |
| Kazakhstan Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 10/14/44<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 185086 |
| &nbsp;&nbsp;&nbsp; 6.50%, 07/21/45<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 223132 |
|  |  | 408218 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Kenya — 0.0%** | **Kenya — 0.0%** | **Kenya — 0.0%** |
| &nbsp;&nbsp;&nbsp; Republic of Kenya Government International Bonds, <br> 9.50%, 03/05/36<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; $200 | $202033 |
| **Lebanon — 0.0%** | **Lebanon — 0.0%** | **Lebanon — 0.0%** |
| &nbsp;&nbsp;&nbsp; Lebanon Government International Bonds, 7.25%, <br> 03/23/37<sup>(f)(h)(i)</sup><br>| &nbsp;&nbsp;&nbsp; 150 | 32994 |
| **Malaysia — 0.0%** | **Malaysia — 0.0%** | **Malaysia — 0.0%** |
| Malaysia Sovereign Sukuk Bhd, 4.24%, 04/22/45<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 182622 |
| **Mexico — 0.7%** | **Mexico — 0.7%** | **Mexico — 0.7%** |
| Mexico Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.75%, 04/19/71 | &nbsp;&nbsp;&nbsp; 200 | 120238 |
| &nbsp;&nbsp;&nbsp; 3.77%, 05/24/61 | &nbsp;&nbsp;&nbsp; 400 | 250402 |
| &nbsp;&nbsp;&nbsp; 4.28%, 08/14/41 | &nbsp;&nbsp;&nbsp; 300 | 242998 |
| &nbsp;&nbsp;&nbsp; 4.35%, 01/15/47 | &nbsp;&nbsp;&nbsp; 200 | 153458 |
| &nbsp;&nbsp;&nbsp; 4.40%, 02/12/52 | &nbsp;&nbsp;&nbsp; 200 | 148097 |
| &nbsp;&nbsp;&nbsp; 4.60%, 01/23/46 | &nbsp;&nbsp;&nbsp; 200 | 159727 |
| &nbsp;&nbsp;&nbsp; 4.60%, 02/10/48 | &nbsp;&nbsp;&nbsp; 200 | 157206 |
| &nbsp;&nbsp;&nbsp; 4.75%, 03/08/44 | &nbsp;&nbsp;&nbsp; 340 | 282866 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/27/51 | &nbsp;&nbsp;&nbsp; 200 | 163391 |
| &nbsp;&nbsp;&nbsp; 5.55%, 01/21/45 | &nbsp;&nbsp;&nbsp; 300 | 279722 |
| &nbsp;&nbsp;&nbsp; 5.75%, 10/12/2110 | &nbsp;&nbsp;&nbsp; 250 | 214982 |
| &nbsp;&nbsp;&nbsp; 6.00%, 05/07/36 | &nbsp;&nbsp;&nbsp; 400 | 408705 |
| &nbsp;&nbsp;&nbsp; 6.05%, 01/11/40 | &nbsp;&nbsp;&nbsp; 350 | 350290 |
| &nbsp;&nbsp;&nbsp; 6.34%, 05/04/53 | &nbsp;&nbsp;&nbsp; 200 | 193951 |
| &nbsp;&nbsp;&nbsp; 6.40%, 05/07/54 | &nbsp;&nbsp;&nbsp; 200 | 195150 |
| &nbsp;&nbsp;&nbsp; 6.63%, 01/29/38 | &nbsp;&nbsp;&nbsp; 200 | 210850 |
| &nbsp;&nbsp;&nbsp; 6.88%, 05/13/37 | &nbsp;&nbsp;&nbsp; 400 | 431055 |
| &nbsp;&nbsp;&nbsp; 7.38%, 05/13/55 | &nbsp;&nbsp;&nbsp; 200 | 219407 |
|  |  | 4182495 |
| **Morocco — 0.0%** | **Morocco — 0.0%** | **Morocco — 0.0%** |
| &nbsp;&nbsp;&nbsp; Morocco Government International Bonds, 4.00%, <br> 12/15/50<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 400 | 291160 |
| **Nigeria — 0.1%** | **Nigeria — 0.1%** | **Nigeria — 0.1%** |
| Nigeria Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 7.63%, 11/28/47<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 185174 |
| &nbsp;&nbsp;&nbsp; 8.25%, 09/28/51<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 193013 |
| &nbsp;&nbsp;&nbsp; 9.13%, 01/13/46<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 212492 |
|  |  | 590679 |
| **Oman — 0.1%** | **Oman — 0.1%** | **Oman — 0.1%** |
| Oman Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 6.50%, 03/08/47<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 218045 |
| &nbsp;&nbsp;&nbsp; 6.75%, 01/17/48<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 221981 |
| &nbsp;&nbsp;&nbsp; 7.00%, 01/25/51<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 229579 |
|  |  | 669605 |
| **Panama — 0.3%** | **Panama — 0.3%** | **Panama — 0.3%** |
| Panama Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.87%, 07/23/60 | &nbsp;&nbsp;&nbsp; 200 | 131418 |
| &nbsp;&nbsp;&nbsp; 4.30%, 04/29/53 | &nbsp;&nbsp;&nbsp; 200 | 147729 |
| &nbsp;&nbsp;&nbsp; 4.50%, 05/15/47 | &nbsp;&nbsp;&nbsp; 200 | 156838 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/16/50 | &nbsp;&nbsp;&nbsp; 200 | 152372 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/01/56 | &nbsp;&nbsp;&nbsp; 200 | 148506 |
| &nbsp;&nbsp;&nbsp; 4.50%, 01/19/63 | &nbsp;&nbsp;&nbsp; 200 | 147437 |
| &nbsp;&nbsp;&nbsp; 6.70%, 01/26/36 | &nbsp;&nbsp;&nbsp; 215 | 228499 |
| &nbsp;&nbsp;&nbsp; 6.85%, 03/28/54 | &nbsp;&nbsp;&nbsp; 200 | 206662 |
| &nbsp;&nbsp;&nbsp; 8.00%, 03/01/38 | &nbsp;&nbsp;&nbsp; 200 | 230219 |
|  |  | 1549680 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Paraguay — 0.1%** | **Paraguay — 0.1%** | **Paraguay — 0.1%** |
| Paraguay Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.40%, 03/30/50<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; $200 | $184298 |
| &nbsp;&nbsp;&nbsp; 6.10%, 08/11/44<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 205551 |
|  |  | 389849 |
| **Peru — 0.2%** | **Peru — 0.2%** | **Peru — 0.2%** |
| Peru Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.78%, 12/01/60 | &nbsp;&nbsp;&nbsp; 260 | 146224 |
| &nbsp;&nbsp;&nbsp; 3.23%, 07/28/2121 | &nbsp;&nbsp;&nbsp; 130 | 73315 |
| &nbsp;&nbsp;&nbsp; 3.30%, 03/11/41 | &nbsp;&nbsp;&nbsp; 100 | 78072 |
| &nbsp;&nbsp;&nbsp; 3.55%, 03/10/51 | &nbsp;&nbsp;&nbsp; 200 | 143456 |
| &nbsp;&nbsp;&nbsp; 3.60%, 01/15/72 | &nbsp;&nbsp;&nbsp; 125 | 80649 |
| &nbsp;&nbsp;&nbsp; 5.63%, 11/18/50 | &nbsp;&nbsp;&nbsp; 220 | 218134 |
| &nbsp;&nbsp;&nbsp; 5.88%, 08/08/54 | &nbsp;&nbsp;&nbsp; 200 | 201457 |
| &nbsp;&nbsp;&nbsp; 6.20%, 06/30/55 | &nbsp;&nbsp;&nbsp; 100 | 104866 |
| &nbsp;&nbsp;&nbsp; 6.55%, 03/14/37 | &nbsp;&nbsp;&nbsp; 150 | 167536 |
|  |  | 1213709 |
| **Philippines — 0.3%** | **Philippines — 0.3%** | **Philippines — 0.3%** |
| Philippines Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.65%, 12/10/45 | &nbsp;&nbsp;&nbsp; 200 | 134043 |
| &nbsp;&nbsp;&nbsp; 2.95%, 05/05/45 | &nbsp;&nbsp;&nbsp; 200 | 142172 |
| &nbsp;&nbsp;&nbsp; 3.20%, 07/06/46 | &nbsp;&nbsp;&nbsp; 200 | 145104 |
| &nbsp;&nbsp;&nbsp; 3.70%, 03/01/41 | &nbsp;&nbsp;&nbsp; 200 | 168825 |
| &nbsp;&nbsp;&nbsp; 3.70%, 02/02/42 | &nbsp;&nbsp;&nbsp; 200 | 167045 |
| &nbsp;&nbsp;&nbsp; 3.95%, 01/20/40 | &nbsp;&nbsp;&nbsp; 300 | 267207 |
| &nbsp;&nbsp;&nbsp; 4.20%, 03/29/47 | &nbsp;&nbsp;&nbsp; 200 | 169287 |
| &nbsp;&nbsp;&nbsp; 5.50%, 01/17/48 | &nbsp;&nbsp;&nbsp; 400 | 405189 |
|  |  | 1598872 |
| **Poland — 0.1%** | **Poland — 0.1%** | **Poland — 0.1%** |
| Republic of Poland Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/04/53 | &nbsp;&nbsp;&nbsp; 300 | 292204 |
| &nbsp;&nbsp;&nbsp; 5.50%, 03/18/54 | &nbsp;&nbsp;&nbsp; 400 | 389623 |
|  |  | 681827 |
| **Qatar — 0.3%** | **Qatar — 0.3%** | **Qatar — 0.3%** |
| Qatar Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.40%, 04/16/50<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 400 | 362703 |
| &nbsp;&nbsp;&nbsp; 4.63%, 06/02/46<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 188988 |
| &nbsp;&nbsp;&nbsp; 4.82%, 03/14/49<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 600 | 579723 |
| &nbsp;&nbsp;&nbsp; 5.10%, 04/23/48<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 500 | 503166 |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/20/42<sup>(a)</sup> | &nbsp;&nbsp;&nbsp; 200 | 218700 |
|  |  | 1853280 |
| **Romania — 0.1%** | **Romania — 0.1%** | **Romania — 0.1%** |
| Romanian Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.00%, 02/14/51<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 400 | 274116 |
| &nbsp;&nbsp;&nbsp; 5.13%, 06/15/48<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 140 | 115830 |
| &nbsp;&nbsp;&nbsp; 6.13%, 01/22/44<sup>(b)(f)</sup> | &nbsp;&nbsp;&nbsp; 100 | 96128 |
| &nbsp;&nbsp;&nbsp; 7.50%, 02/10/37<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 130 | 142862 |
| &nbsp;&nbsp;&nbsp; 7.63%, 01/17/53<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 150 | 164631 |
|  |  | 793567 |
| **Saudi Arabia — 0.5%** | **Saudi Arabia — 0.5%** | **Saudi Arabia — 0.5%** |
| Saudi Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 11/17/51<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 136150 |
| &nbsp;&nbsp;&nbsp; 3.45%, 02/02/61<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 132619 |
| &nbsp;&nbsp;&nbsp; 3.75%, 01/21/55<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 145901 |
| &nbsp;&nbsp;&nbsp; 4.50%, 10/26/46<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 600 | 523436 |
| &nbsp;&nbsp;&nbsp; 4.50%, 04/22/60<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 165722 |
| &nbsp;&nbsp;&nbsp; 4.63%, 10/04/47<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 400 | 352838 |
| &nbsp;&nbsp;&nbsp; 5.00%, 04/17/49<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 400 | 370614 |
| &nbsp;&nbsp;&nbsp; 5.00%, 01/18/53<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 183068 |
| &nbsp;&nbsp;&nbsp; 5.25%, 01/16/50<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 400 | 386494 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Saudi Arabia (continued)** | **Saudi Arabia (continued)** | **Saudi Arabia (continued)** |
| &nbsp;&nbsp;&nbsp; 5.75%, 01/16/54<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; $400 | $408341 |
|  |  | 2805183 |
| **Senegal — 0.0%** | **Senegal — 0.0%** | **Senegal — 0.0%** |
| &nbsp;&nbsp;&nbsp; Senegal Government International Bonds, 6.75%, <br> 03/13/48<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 111618 |
| **South Africa — 0.2%** | **South Africa — 0.2%** | **South Africa — 0.2%** |
| &nbsp;&nbsp;&nbsp; Republic of South Africa Government <br> International Bonds<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.00%, 10/12/46 | &nbsp;&nbsp;&nbsp; 200 | 157021 |
| &nbsp;&nbsp;&nbsp; 5.38%, 07/24/44 | &nbsp;&nbsp;&nbsp; 200 | 170596 |
| &nbsp;&nbsp;&nbsp; 5.65%, 09/27/47 | &nbsp;&nbsp;&nbsp; 200 | 169390 |
| &nbsp;&nbsp;&nbsp; 5.75%, 09/30/49 | &nbsp;&nbsp;&nbsp; 200 | 169011 |
| &nbsp;&nbsp;&nbsp; 7.30%, 04/20/52 | &nbsp;&nbsp;&nbsp; 200 | 202249 |
| &nbsp;&nbsp;&nbsp; 7.95%, 11/19/54<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 214480 |
|  |  | 1082747 |
| **South Korea — 0.1%** | **South Korea — 0.1%** | **South Korea — 0.1%** |
| Export-Import Bank of Korea, 2.50%, 06/29/41 | &nbsp;&nbsp;&nbsp; 200 | 148418 |
| Korea International Bonds, 3.88%, 09/20/48 | &nbsp;&nbsp;&nbsp; 200 | 171921 |
|  |  | 320339 |
| **Sri Lanka — 0.1%** | **Sri Lanka — 0.1%** | **Sri Lanka — 0.1%** |
| Sri Lanka Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.85%, 05/15/36<sup>(e)(f)</sup> | &nbsp;&nbsp;&nbsp; 150 | 136207 |
| &nbsp;&nbsp;&nbsp; 3.85%, 02/15/38<sup>(e)(f)</sup> | &nbsp;&nbsp;&nbsp; 188 | 172047 |
|  |  | 308254 |
| **Supranational — 0.0%** | **Supranational — 0.0%** | **Supranational — 0.0%** |
| European Investment Bank, 4.88%, 02/15/36 | &nbsp;&nbsp;&nbsp; 5 | 5335 |
| Inter-American Development Bank |  |  |
| &nbsp;&nbsp;&nbsp; 3.20%, 08/07/42 | &nbsp;&nbsp;&nbsp; 50 | 41495 |
| &nbsp;&nbsp;&nbsp; 3.88%, 10/28/41 | &nbsp;&nbsp;&nbsp; 110 | 100082 |
| &nbsp;&nbsp;&nbsp; 4.38%, 01/24/44 | &nbsp;&nbsp;&nbsp; 50 | 47843 |
|  |  | 194755 |
| **Turkey — 0.3%** | **Turkey — 0.3%** | **Turkey — 0.3%** |
| Turkiye Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.88%, 04/16/43 | &nbsp;&nbsp;&nbsp; 200 | 154390 |
| &nbsp;&nbsp;&nbsp; 5.75%, 05/11/47 | &nbsp;&nbsp;&nbsp; 400 | 329220 |
| &nbsp;&nbsp;&nbsp; 6.00%, 01/14/41 | &nbsp;&nbsp;&nbsp; 300 | 269817 |
| &nbsp;&nbsp;&nbsp; 6.63%, 02/17/45 | &nbsp;&nbsp;&nbsp; 200 | 186546 |
| &nbsp;&nbsp;&nbsp; 6.75%, 05/30/40 | &nbsp;&nbsp;&nbsp; 200 | 197185 |
| &nbsp;&nbsp;&nbsp; 6.88%, 03/17/36 | &nbsp;&nbsp;&nbsp; 350 | 357857 |
| &nbsp;&nbsp;&nbsp; 7.25%, 03/05/38 | &nbsp;&nbsp;&nbsp; 50 | 53853 |
|  |  | 1548868 |
| **Ukraine — 0.0%** | **Ukraine — 0.0%** | **Ukraine — 0.0%** |
| Ukraine Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 6.00%, 02/01/36<sup>(e)(f)</sup> | &nbsp;&nbsp;&nbsp; 187 | 107083 |
| &nbsp;&nbsp;&nbsp; 7.75%, 02/01/36<sup>(e)(f)</sup> | &nbsp;&nbsp;&nbsp; 141 | 79103 |
|  |  | 186186 |
| **United Arab Emirates — 0.3%** | **United Arab Emirates — 0.3%** | **United Arab Emirates — 0.3%** |
| Abu Dhabi Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 2.70%, 09/02/70<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 115931 |
| &nbsp;&nbsp;&nbsp; 3.00%, 09/15/51<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 139789 |
| &nbsp;&nbsp;&nbsp; 3.13%, 09/30/49<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 400 | 291734 |
| &nbsp;&nbsp;&nbsp; 3.88%, 04/16/50<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 400 | 330123 |
| &nbsp;&nbsp;&nbsp; 4.13%, 10/11/47<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 174568 |
| &nbsp;&nbsp;&nbsp; 5.50%, 04/30/54<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 208759 |
| &nbsp;&nbsp;&nbsp; Emirate of Dubai Government International Bonds, <br> 5.25%, 01/30/43<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 203539 |
| &nbsp;&nbsp;&nbsp; Finance Department Government of Sharjah, 4.00%, <br> 07/28/50<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 139590 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **United Arab Emirates (continued)** | **United Arab Emirates (continued)** | **United Arab Emirates (continued)** |
| UAE International Government Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 3.25%, 10/19/61<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; $200 | $140218 |
| &nbsp;&nbsp;&nbsp; 4.95%, 07/07/52<sup>(f)</sup> | &nbsp;&nbsp;&nbsp; 200 | 195334 |
|  |  | 1939585 |
| **Uruguay — 0.2%** | **Uruguay — 0.2%** | **Uruguay — 0.2%** |
| Oriental Republic of Uruguay, 5.25%, 09/10/60 | &nbsp;&nbsp;&nbsp; 130 | 123632 |
| Uruguay Government International Bonds |  |  |
| &nbsp;&nbsp;&nbsp; 4.13%, 11/20/45 | &nbsp;&nbsp;&nbsp; 55 | 48676 |
| &nbsp;&nbsp;&nbsp; 4.98%, 04/20/55 | &nbsp;&nbsp;&nbsp; 305 | 281726 |
| &nbsp;&nbsp;&nbsp; 5.10%, 06/18/50 | &nbsp;&nbsp;&nbsp; 390 | 373348 |
| &nbsp;&nbsp;&nbsp; 5.44%, 02/14/37 | &nbsp;&nbsp;&nbsp; 95 | 99433 |
| &nbsp;&nbsp;&nbsp; 7.63%, 03/21/36 | &nbsp;&nbsp;&nbsp; 150 | 182396 |
|  |  | 1109211 |
| **Zambia — 0.0%** | **Zambia — 0.0%** | **Zambia — 0.0%** |
| &nbsp;&nbsp;&nbsp; Zambia Government International Bonds, 0.50%, <br> 12/31/53<sup>(f)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 137920 |
| **Total Foreign Government Obligations — 7.2%** <br>**(Cost: $43,600,017)** | **Total Foreign Government Obligations — 7.2%** <br>**(Cost: $43,600,017)** | 42761292 |
| **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 & Power <br> District RB BAB, 4.84%, 01/01/41<br>| &nbsp;&nbsp;&nbsp; 150 | 147506 |
| **California — 0.5%** | **California — 0.5%** | **California — 0.5%** |
| Bay Area Toll Authority RB BAB |  |  |
| &nbsp;&nbsp;&nbsp; Series S-1, 7.04%, 04/01/50 | &nbsp;&nbsp;&nbsp; 50 | 58241 |
| &nbsp;&nbsp;&nbsp; Series S-3, 6.91%, 10/01/50 | &nbsp;&nbsp;&nbsp; 170 | 196028 |
| California State University RB |  |  |
| &nbsp;&nbsp;&nbsp; Class B,2.72%, 11/01/52 | &nbsp;&nbsp;&nbsp; 200 | 130232 |
| &nbsp;&nbsp;&nbsp; 5.18%, 11/01/53 | &nbsp;&nbsp;&nbsp; 100 | 97192 |
| &nbsp;&nbsp;&nbsp; City of San Francisco California Public Utilities <br> Commission Water Revenue RB BAB, 6.95%, <br> 11/01/50<br>| &nbsp;&nbsp;&nbsp; 100 | 113627 |
| &nbsp;&nbsp;&nbsp; East Bay Municipal Utility District Water System <br> Revenue RB BAB, Series B, 5.87%, 06/01/40<br>| &nbsp;&nbsp;&nbsp; 50 | 53714 |
| &nbsp;&nbsp;&nbsp; Foothill-Eastern Transportation Corridor Agency RB, <br> Series A, 4.09%, 01/15/49<br>| &nbsp;&nbsp;&nbsp; 100 | 80239 |
| &nbsp;&nbsp;&nbsp; Los Angeles Community College District California GO <br> BAB, 6.75%, 08/01/49<br>| &nbsp;&nbsp;&nbsp; 200 | 225775 |
| &nbsp;&nbsp;&nbsp; Los Angeles County Public Works Financing Authority <br> RB BAB, 7.62%, 08/01/40<br>| &nbsp;&nbsp;&nbsp; 50 | 60005 |
| &nbsp;&nbsp;&nbsp; Regents of the University of California Medical Center <br> Pooled Revenue RB<br>|  |  |
| &nbsp;&nbsp;&nbsp; 3.71%, 05/15/2120 | &nbsp;&nbsp;&nbsp; 225 | 146105 |
| &nbsp;&nbsp;&nbsp; Series N, 3.26%, 05/15/60 | &nbsp;&nbsp;&nbsp; 65 | 42588 |
| &nbsp;&nbsp;&nbsp; Regents of the University of California Medical Center <br> Pooled Revenue RB BAB, Series F, 6.58%, <br> 05/15/49<br>| &nbsp;&nbsp;&nbsp; 150 | 163172 |
| &nbsp;&nbsp;&nbsp; San Diego County Regional Transportation <br> Commission RB BAB, 5.91%, 04/01/48<br>| &nbsp;&nbsp;&nbsp; 125 | 128725 |
| &nbsp;&nbsp;&nbsp; San Diego County Water Authority RB BAB, Series B, <br> Class B,6.14%, 05/01/49<br>| &nbsp;&nbsp;&nbsp; 50 | 52349 |
| State of California GO |  |  |
| &nbsp;&nbsp;&nbsp; 4.60%, 04/01/38 | &nbsp;&nbsp;&nbsp; 100 | 102022 |
| &nbsp;&nbsp;&nbsp; 5.20%, 03/01/43 | &nbsp;&nbsp;&nbsp; 105 | 104378 |
| State of California GO BAB |  |  |
| &nbsp;&nbsp;&nbsp; 7.30%, 10/01/39 | &nbsp;&nbsp;&nbsp; 400 | 470068 |
| &nbsp;&nbsp;&nbsp; 7.55%, 04/01/39 | &nbsp;&nbsp;&nbsp; 250 | 306834 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **California (continued)** | **California (continued)** | **California (continued)** |
| &nbsp;&nbsp;&nbsp; 7.60%, 11/01/40 | &nbsp;&nbsp;&nbsp; $245 | $304360 |
| University of California RB |  |  |
| &nbsp;&nbsp;&nbsp; Series AQ, 4.77%, 05/15/2115 | &nbsp;&nbsp;&nbsp; 150 | 125706 |
| &nbsp;&nbsp;&nbsp; Series BG, 3.07%, 05/15/51<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 200 | 136855 |
|  |  | 3098215 |
| **Colorado — 0.0%** | **Colorado — 0.0%** | **Colorado — 0.0%** |
| &nbsp;&nbsp;&nbsp; Regional Transportation District Sales Tax Revenue <br> RB BAB, Series B, 5.84%, 11/01/50<br>| &nbsp;&nbsp;&nbsp; 20 | 20614 |
| **District of Columbia — 0.0%** | **District of Columbia — 0.0%** | **District of Columbia — 0.0%** |
| &nbsp;&nbsp;&nbsp; District of Columbia Water & Sewer Authority RB, <br> 4.81%, 10/01/2114<br>| &nbsp;&nbsp;&nbsp; 50 | 44338 |
| **Florida — 0.0%** | **Florida — 0.0%** | **Florida — 0.0%** |
| &nbsp;&nbsp;&nbsp; County of Miami-Dade Aviation Revenue RB, <br> Series C, 4.28%, 10/01/41<br>| &nbsp;&nbsp;&nbsp; 50 | 46763 |
| **Georgia — 0.0%** | **Georgia — 0.0%** | **Georgia — 0.0%** |
| Municipal Electric Authority of Georgia RB BAB |  |  |
| &nbsp;&nbsp;&nbsp; Project J, Series 2010-A, 6.64%, 04/01/57 | &nbsp;&nbsp;&nbsp; 89 | 98147 |
| &nbsp;&nbsp;&nbsp; Project M, Series 2010-A, 6.66%, 04/01/57 | &nbsp;&nbsp;&nbsp; 45 | 49763 |
|  |  | 147910 |
| **Illinois — 0.1%** | **Illinois — 0.1%** | **Illinois — 0.1%** |
| &nbsp;&nbsp;&nbsp; Chicago O'Hare International Airport RB, Series C, <br> Class C,4.57%, 01/01/54<br>| &nbsp;&nbsp;&nbsp; 250 | 222286 |
| &nbsp;&nbsp;&nbsp; Chicago Transit Authority Sales & Transfer Tax <br> Receipts Revenue RB, Series B, Class B,6.90%, <br> 12/01/40<br>| &nbsp;&nbsp;&nbsp; 230 | 259419 |
| &nbsp;&nbsp;&nbsp; Metropolitan Water Reclamation District of Greater <br> Chicago GOL BAB, 5.72%, 12/01/38<br>| &nbsp;&nbsp;&nbsp; 55 | 58288 |
|  |  | 539993 |
| **Louisiana — 0.0%** | **Louisiana — 0.0%** | **Louisiana — 0.0%** |
| &nbsp;&nbsp;&nbsp; Louisiana Local Government Environmental Facilities <br> & Community Development Authority RB, 5.20%, <br> 12/01/39<br>| &nbsp;&nbsp;&nbsp; 210 | 217372 |
| **Maryland — 0.0%** | **Maryland — 0.0%** | **Maryland — 0.0%** |
| &nbsp;&nbsp;&nbsp; Maryland Health & Higher Educational Facilities <br> Authority RB, Class D,3.05%, 07/01/40<br>| &nbsp;&nbsp;&nbsp; 50 | 39135 |
| **Massachusetts — 0.1%** | **Massachusetts — 0.1%** | **Massachusetts — 0.1%** |
| &nbsp;&nbsp;&nbsp; Commonwealth of Massachusetts GOL BAB, <br> Series E, 5.46%, 12/01/39<br>| &nbsp;&nbsp;&nbsp; 200 | 207367 |
| &nbsp;&nbsp;&nbsp; Commonwealth of Massachusetts Transportation <br> Fund Revenue RB BAB, Series A, 5.73%, 06/01/40<br>| &nbsp;&nbsp;&nbsp; 25 | 26218 |
| &nbsp;&nbsp;&nbsp; Massachusetts School Building Authority RB BAB, <br> Series B, 5.72%, 08/15/39<br>| &nbsp;&nbsp;&nbsp; 50 | 52654 |
|  |  | 286239 |
| **Michigan — 0.0%** | **Michigan — 0.0%** | **Michigan — 0.0%** |
| Michigan State University RB, 4.17%, 08/15/2122 | &nbsp;&nbsp;&nbsp; 100 | 74771 |
| University of Michigan RB, Class B,3.50%, 04/01/52 | &nbsp;&nbsp;&nbsp; 200 | 150311 |
|  |  | 225082 |
| **Missouri — 0.0%** | **Missouri — 0.0%** | **Missouri — 0.0%** |
| &nbsp;&nbsp;&nbsp; Health & Educational Facilities Authority of the State <br> of Missouri RB, Series A, 3.23%, 05/15/50<br>| &nbsp;&nbsp;&nbsp; 100 | 72026 |
| **New Jersey — 0.1%** | **New Jersey — 0.1%** | **New Jersey — 0.1%** |
| &nbsp;&nbsp;&nbsp; New Jersey Transportation Trust Fund Authority RB <br> BAB, Series B, 6.56%, 12/15/40<br>| &nbsp;&nbsp;&nbsp; 100 | 112064 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **New Jersey (continued)** | **New Jersey (continued)** | **New Jersey (continued)** |
| New Jersey Turnpike Authority RB BAB |  |  |
| &nbsp;&nbsp;&nbsp; Series A, 7.10%, 01/01/41 | &nbsp;&nbsp;&nbsp; $200 | $233799 |
| &nbsp;&nbsp;&nbsp; Series F, 7.41%, 01/01/40 | &nbsp;&nbsp;&nbsp; 150 | 181512 |
|  |  | 527375 |
| **New York — 0.3%** | **New York — 0.3%** | **New York — 0.3%** |
| &nbsp;&nbsp;&nbsp; City of New York GO BAB, Series C-1, 5.52%, <br> 10/01/37<br>| &nbsp;&nbsp;&nbsp; 200 | 205910 |
| &nbsp;&nbsp;&nbsp; Empire State Development Corp. RB BAB, 5.77%, <br> 03/15/39<br>| &nbsp;&nbsp;&nbsp; 45 | 46670 |
| &nbsp;&nbsp;&nbsp; Metropolitan Transportation Authority Dedicated Tax <br> Fund RB BAB, 7.34%, 11/15/39<br>| &nbsp;&nbsp;&nbsp; 130 | 155520 |
| &nbsp;&nbsp;&nbsp; Metropolitan Transportation Authority RB BAB, 6.81%, <br> 11/15/40<br>| &nbsp;&nbsp;&nbsp; 100 | 112962 |
| &nbsp;&nbsp;&nbsp; New York City Municipal Water Finance Authority <br> RB BAB<br>|  |  |
| &nbsp;&nbsp;&nbsp; 5.44%, 06/15/43 | &nbsp;&nbsp;&nbsp; 250 | 250309 |
| &nbsp;&nbsp;&nbsp; 6.01%, 06/15/42 | &nbsp;&nbsp;&nbsp; 200 | 212292 |
| &nbsp;&nbsp;&nbsp; New York State Dormitory Authority RB BAB, Series F, <br> 5.63%, 03/15/39<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 100 | 104241 |
| Port Authority of New York & New Jersey RB |  |  |
| &nbsp;&nbsp;&nbsp; 3.29%, 08/01/69<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 300 | 197712 |
| &nbsp;&nbsp;&nbsp; 5.07%, 07/15/53 | &nbsp;&nbsp;&nbsp; 30 | 28891 |
| &nbsp;&nbsp;&nbsp; Series 168, 4.93%, 10/01/51 | &nbsp;&nbsp;&nbsp; 80 | 75375 |
| &nbsp;&nbsp;&nbsp; Series 174, 4.46%, 10/01/62<sup>(b)</sup> | &nbsp;&nbsp;&nbsp; 350 | 300254 |
| &nbsp;&nbsp;&nbsp; Series 181, 4.96%, 08/01/46 | &nbsp;&nbsp;&nbsp; 50 | 48532 |
| &nbsp;&nbsp;&nbsp; Series 225, 3.18%, 07/15/60 | &nbsp;&nbsp;&nbsp; 70 | 46521 |
|  |  | 1785189 |
| **Ohio — 0.1%** | **Ohio — 0.1%** | **Ohio — 0.1%** |
| &nbsp;&nbsp;&nbsp; American Municipal Power Inc. RB, Series B, 8.08%, <br> 02/15/50<br>| &nbsp;&nbsp;&nbsp; 50 | 64210 |
| &nbsp;&nbsp;&nbsp; American Municipal Power Inc. RB BAB, 6.45%, <br> 02/15/44<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 200 | 214429 |
| &nbsp;&nbsp;&nbsp; Ohio State University (The) RB, Series A, 4.80%, <br> 06/01/2111<br>| &nbsp;&nbsp;&nbsp; 75 | 64759 |
| &nbsp;&nbsp;&nbsp; Ohio State University (The) RB BAB, Series C, 4.91%, <br> 06/01/40<br>| &nbsp;&nbsp;&nbsp; 100 | 99267 |
|  |  | 442665 |
| **Oklahoma — 0.1%** | **Oklahoma — 0.1%** | **Oklahoma — 0.1%** |
| Oklahoma Development Finance Authority RB |  |  |
| &nbsp;&nbsp;&nbsp; 4.62%, 06/01/44 | &nbsp;&nbsp;&nbsp; 85 | 83411 |
| &nbsp;&nbsp;&nbsp; 4.71%, 05/01/52 | &nbsp;&nbsp;&nbsp; 175 | 164009 |
|  |  | 247420 |
| **Pennsylvania — 0.0%** | **Pennsylvania — 0.0%** | **Pennsylvania — 0.0%** |
| &nbsp;&nbsp;&nbsp; Commonwealth Financing Authority RB, Series A, <br> 4.14%, 06/01/38<br>| &nbsp;&nbsp;&nbsp; 150 | 141726 |
| &nbsp;&nbsp;&nbsp; Pennsylvania State University (The) RB, 2.79%, <br> 09/01/43<br>| &nbsp;&nbsp;&nbsp; 75 | 58611 |
|  |  | 200337 |
| **Tennessee — 0.0%** | **Tennessee — 0.0%** | **Tennessee — 0.0%** |
| &nbsp;&nbsp;&nbsp; Metropolitan Government of Nashville & Davidson <br> County Convention Center Authority RB BAB, <br> Series B, 6.73%, 07/01/43<br>| &nbsp;&nbsp;&nbsp; 40 | 43309 |
| **Texas — 0.3%** | **Texas — 0.3%** | **Texas — 0.3%** |
| &nbsp;&nbsp;&nbsp; Board of Regents of the University of Texas System <br> RB BAB, Series C, 4.79%, 08/15/46<br>| &nbsp;&nbsp;&nbsp; 150 | 145698 |
| &nbsp;&nbsp;&nbsp; City of San Antonio Electric & Gas Systems Revenue <br> RB, 5.57%, 02/01/50<br>| &nbsp;&nbsp;&nbsp; 35 | 35163 |
| &nbsp;&nbsp;&nbsp; City of San Antonio Electric & Gas Systems Revenue <br> RB BAB, 5.81%, 02/01/41<br>| &nbsp;&nbsp;&nbsp; 50 | 52198 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD Bond ETF**

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

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Texas (continued)** | **Texas (continued)** | **Texas (continued)** |
| &nbsp;&nbsp;&nbsp; Dallas Area Rapid Transit RB, Class A,2.61%, <br> 12/01/48<br>| &nbsp;&nbsp;&nbsp; $100 | $69405 |
| &nbsp;&nbsp;&nbsp; Dallas Area Rapid Transit RB BAB, Series B, 6.00%, <br> 12/01/44<sup>(b)</sup><br>| &nbsp;&nbsp;&nbsp; 100 | 106252 |
| &nbsp;&nbsp;&nbsp; Dallas County Hospital District GOL BAB, Series C, <br> Class C,5.62%, 08/15/44<br>| &nbsp;&nbsp;&nbsp; 30 | 30034 |
| Dallas Fort Worth International Airport RB |  |  |
| &nbsp;&nbsp;&nbsp; Class A,4.51%, 11/01/51 | &nbsp;&nbsp;&nbsp; 200 | 176649 |
| &nbsp;&nbsp;&nbsp; Series C, Class C,2.92%, 11/01/50 | &nbsp;&nbsp;&nbsp; 100 | 72296 |
| &nbsp;&nbsp;&nbsp; Grand Parkway Transportation Corp. RB, 3.24%, <br> 10/01/52<br>| &nbsp;&nbsp;&nbsp; 150 | 106176 |
| &nbsp;&nbsp;&nbsp; North Texas Tollway Authority RB BAB, Series B, <br> Class B,6.72%, 01/01/49<br>| &nbsp;&nbsp;&nbsp; 70 | 79105 |
| &nbsp;&nbsp;&nbsp; Permanent University Fund - Texas A&M University <br> System RB, Series B, Class B,3.66%, 07/01/47<br>| &nbsp;&nbsp;&nbsp; 100 | 84969 |
| State of Texas GO BAB, 5.52%, 04/01/39 | &nbsp;&nbsp;&nbsp; 234 | 243924 |
| &nbsp;&nbsp;&nbsp; Texas Natural Gas Securitization Finance Corp. RB, <br> 5.17%, 04/01/41<br>| &nbsp;&nbsp;&nbsp; 200 | 206712 |
| &nbsp;&nbsp;&nbsp; Texas Private Activity Bond Surface Transportation <br> Corp. RB, Series B, Class B,3.92%, 12/31/49<br>| &nbsp;&nbsp;&nbsp; 100 | 80835 |
| &nbsp;&nbsp;&nbsp; Texas Transportation Commission GO, 2.47%, <br> 10/01/44<br>| &nbsp;&nbsp;&nbsp; 50 | 35549 |
|  |  | 1524965 |
| **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; 270 | 160994 |
| &nbsp;&nbsp;&nbsp; Series C, 4.18%, 09/01/2117 | &nbsp;&nbsp;&nbsp; 45 | 34663 |
|  |  | 195657 |
| **Total Municipal Debt Obligations — 1.6%** <br>**(Cost: $11,073,389)** | **Total Municipal Debt Obligations — 1.6%** <br>**(Cost: $11,073,389)** | 9852110 |
| **U.S. Government & Agency Obligations** | **U.S. Government & Agency Obligations** | **U.S. Government & Agency Obligations** |
| **Mortgage-Backed Securities — 0.0%** | **Mortgage-Backed Securities — 0.0%** | **Mortgage-Backed Securities — 0.0%** |
| &nbsp;&nbsp;&nbsp; Federal National Mortgage Association, Series <br> 2019-M4, Class A2, 3.61%, 02/25/31<br>| &nbsp;&nbsp;&nbsp; 254 | 249624 |
| **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, 5.50%, 07/15/36 | &nbsp;&nbsp;&nbsp; 290 | 321022 |
| Tennessee Valley Authority |  |  |
| &nbsp;&nbsp;&nbsp; 3.50%, 12/15/42 | &nbsp;&nbsp;&nbsp; 50 | 42453 |
| &nbsp;&nbsp;&nbsp; 5.25%, 09/15/39 | &nbsp;&nbsp;&nbsp; 65 | 69980 |
| &nbsp;&nbsp;&nbsp; 5.25%, 02/01/55 | &nbsp;&nbsp;&nbsp; 50 | 50784 |
| &nbsp;&nbsp;&nbsp; 5.38%, 04/01/56 | &nbsp;&nbsp;&nbsp; 500 | 515381 |
| &nbsp;&nbsp;&nbsp; 5.88%, 04/01/36 | &nbsp;&nbsp;&nbsp; 200 | 226821 |
|  |  | 1226441 |
| **U.S. Government Obligations — 44.7%** | **U.S. Government Obligations — 44.7%** | **U.S. Government Obligations — 44.7%** |
| U.S. Treasury Note/Bond |  |  |
| &nbsp;&nbsp;&nbsp; 1.13%, 05/15/40 | &nbsp;&nbsp;&nbsp; 4131 | 2672241 |
| &nbsp;&nbsp;&nbsp; 1.13%, 08/15/40 | &nbsp;&nbsp;&nbsp; 498 | 318720 |
| &nbsp;&nbsp;&nbsp; 1.25%, 05/15/50 | &nbsp;&nbsp;&nbsp; 3600 | 1785937 |
| &nbsp;&nbsp;&nbsp; 1.38%, 11/15/40 | &nbsp;&nbsp;&nbsp; 5757 | 3809515 |
| &nbsp;&nbsp;&nbsp; 1.38%, 08/15/50 | &nbsp;&nbsp;&nbsp; 3890 | 1981469 |
| &nbsp;&nbsp;&nbsp; 1.63%, 11/15/50 | &nbsp;&nbsp;&nbsp; 6245 | 3392791 |
| &nbsp;&nbsp;&nbsp; 1.75%, 08/15/41 | &nbsp;&nbsp;&nbsp; 7638 | 5253512 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/15/41 | &nbsp;&nbsp;&nbsp; 5970 | 4253625 |
| &nbsp;&nbsp;&nbsp; 1.88%, 02/15/51 | &nbsp;&nbsp;&nbsp; 6658 | 3849156 |
| &nbsp;&nbsp;&nbsp; 1.88%, 11/15/51 | &nbsp;&nbsp;&nbsp; 7324 | 4191846 |
| &nbsp;&nbsp;&nbsp; 2.00%, 11/15/41 | &nbsp;&nbsp;&nbsp; 6235 | 4438541 |
| &nbsp;&nbsp;&nbsp; 2.00%, 02/15/50 | &nbsp;&nbsp;&nbsp; 4170 | 2522850 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** | **U.S. Government Obligations (continued)** |
| &nbsp;&nbsp;&nbsp; 2.00%, 08/15/51 | &nbsp;&nbsp;&nbsp; $7261 | $4305546 |
| &nbsp;&nbsp;&nbsp; 2.25%, 05/15/41 | &nbsp;&nbsp;&nbsp; 5213 | 3911379 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/46 | &nbsp;&nbsp;&nbsp; 1922 | 1297951 |
| &nbsp;&nbsp;&nbsp; 2.25%, 08/15/49 | &nbsp;&nbsp;&nbsp; 4700 | 3034437 |
| &nbsp;&nbsp;&nbsp; 2.25%, 02/15/52 | &nbsp;&nbsp;&nbsp; 6150 | 3858164 |
| &nbsp;&nbsp;&nbsp; 2.38%, 02/15/42 | &nbsp;&nbsp;&nbsp; 5390 | 4045027 |
| &nbsp;&nbsp;&nbsp; 2.38%, 11/15/49 | &nbsp;&nbsp;&nbsp; 3960 | 2619787 |
| &nbsp;&nbsp;&nbsp; 2.38%, 05/15/51 | &nbsp;&nbsp;&nbsp; 6150 | 4004227 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/45 | &nbsp;&nbsp;&nbsp; 2130 | 1543917 |
| &nbsp;&nbsp;&nbsp; 2.50%, 02/15/46 | &nbsp;&nbsp;&nbsp; 895 | 638946 |
| &nbsp;&nbsp;&nbsp; 2.50%, 05/15/46 | &nbsp;&nbsp;&nbsp; 1750 | 1245234 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/15/42 | &nbsp;&nbsp;&nbsp; 1450 | 1142328 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/15/42 | &nbsp;&nbsp;&nbsp; 4355 | 3416634 |
| &nbsp;&nbsp;&nbsp; 2.75%, 08/15/47 | &nbsp;&nbsp;&nbsp; 1700 | 1246844 |
| &nbsp;&nbsp;&nbsp; 2.75%, 11/15/47 | &nbsp;&nbsp;&nbsp; 3120 | 2281500 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/43 | &nbsp;&nbsp;&nbsp; 3150 | 2494406 |
| &nbsp;&nbsp;&nbsp; 2.88%, 08/15/45 | &nbsp;&nbsp;&nbsp; 500 | 384141 |
| &nbsp;&nbsp;&nbsp; 2.88%, 11/15/46 | &nbsp;&nbsp;&nbsp; 850 | 644141 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/49 | &nbsp;&nbsp;&nbsp; 4320 | 3186000 |
| &nbsp;&nbsp;&nbsp; 2.88%, 05/15/52 | &nbsp;&nbsp;&nbsp; 3852 | 2778857 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/42 | &nbsp;&nbsp;&nbsp; 1000 | 820469 |
| &nbsp;&nbsp;&nbsp; 3.00%, 05/15/45 | &nbsp;&nbsp;&nbsp; 300 | 236250 |
| &nbsp;&nbsp;&nbsp; 3.00%, 11/15/45 | &nbsp;&nbsp;&nbsp; 500 | 391328 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/47 | &nbsp;&nbsp;&nbsp; 1300 | 1004047 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/48 | &nbsp;&nbsp;&nbsp; 3835 | 2930180 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/15/48 | &nbsp;&nbsp;&nbsp; 4840 | 3679156 |
| &nbsp;&nbsp;&nbsp; 3.00%, 02/15/49 | &nbsp;&nbsp;&nbsp; 4600 | 3481625 |
| &nbsp;&nbsp;&nbsp; 3.00%, 08/15/52 | &nbsp;&nbsp;&nbsp; 4710 | 3482456 |
| &nbsp;&nbsp;&nbsp; 3.13%, 11/15/41 | &nbsp;&nbsp;&nbsp; 600 | 505219 |
| &nbsp;&nbsp;&nbsp; 3.13%, 02/15/43 | &nbsp;&nbsp;&nbsp; 4486 | 3700950 |
| &nbsp;&nbsp;&nbsp; 3.13%, 08/15/44 | &nbsp;&nbsp;&nbsp; 1400 | 1133125 |
| &nbsp;&nbsp;&nbsp; 3.13%, 05/15/48 | &nbsp;&nbsp;&nbsp; 4247 | 3311996 |
| &nbsp;&nbsp;&nbsp; 3.25%, 05/15/42 | &nbsp;&nbsp;&nbsp; 3690 | 3137077 |
| &nbsp;&nbsp;&nbsp; 3.38%, 08/15/42 | &nbsp;&nbsp;&nbsp; 4840 | 4171475 |
| &nbsp;&nbsp;&nbsp; 3.38%, 05/15/44 | &nbsp;&nbsp;&nbsp; 1450 | 1222758 |
| &nbsp;&nbsp;&nbsp; 3.63%, 08/15/43 | &nbsp;&nbsp;&nbsp; 1450 | 1277586 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/15/44 | &nbsp;&nbsp;&nbsp; 2600 | 2279469 |
| &nbsp;&nbsp;&nbsp; 3.63%, 02/15/53 | &nbsp;&nbsp;&nbsp; 6499 | 5426665 |
| &nbsp;&nbsp;&nbsp; 3.63%, 05/15/53 | &nbsp;&nbsp;&nbsp; 6021 | 5021890 |
| &nbsp;&nbsp;&nbsp; 3.75%, 11/15/43 | &nbsp;&nbsp;&nbsp; 2300 | 2057422 |
| &nbsp;&nbsp;&nbsp; 3.88%, 08/15/40 | &nbsp;&nbsp;&nbsp; 650 | 611305 |
| &nbsp;&nbsp;&nbsp; 3.88%, 02/15/43 | &nbsp;&nbsp;&nbsp; 2914 | 2675416 |
| &nbsp;&nbsp;&nbsp; 3.88%, 05/15/43 | &nbsp;&nbsp;&nbsp; 4730 | 4333123 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/42 | &nbsp;&nbsp;&nbsp; 4900 | 4579969 |
| &nbsp;&nbsp;&nbsp; 4.00%, 11/15/52 | &nbsp;&nbsp;&nbsp; 5710 | 5097959 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/44 | &nbsp;&nbsp;&nbsp; 3999 | 3750937 |
| &nbsp;&nbsp;&nbsp; 4.13%, 08/15/53 | &nbsp;&nbsp;&nbsp; 6515 | 5945955 |
| &nbsp;&nbsp;&nbsp; 4.25%, 05/15/39 | &nbsp;&nbsp;&nbsp; 300 | 298266 |
| &nbsp;&nbsp;&nbsp; 4.25%, 11/15/40 | &nbsp;&nbsp;&nbsp; 2026 | 1984847 |
| &nbsp;&nbsp;&nbsp; 4.25%, 02/15/54 | &nbsp;&nbsp;&nbsp; 6100 | 5686344 |
| &nbsp;&nbsp;&nbsp; 4.25%, 08/15/54 | &nbsp;&nbsp;&nbsp; 6724 | 6266978 |
| &nbsp;&nbsp;&nbsp; 4.38%, 11/15/39 | &nbsp;&nbsp;&nbsp; 1630 | 1632038 |
| &nbsp;&nbsp;&nbsp; 4.38%, 05/15/40 | &nbsp;&nbsp;&nbsp; 2137 | 2131657 |
| &nbsp;&nbsp;&nbsp; 4.38%, 08/15/43 | &nbsp;&nbsp;&nbsp; 4324 | 4217251 |
| &nbsp;&nbsp;&nbsp; 4.50%, 08/15/39 | &nbsp;&nbsp;&nbsp; 1300 | 1321938 |
| &nbsp;&nbsp;&nbsp; 4.50%, 02/15/44 | &nbsp;&nbsp;&nbsp; 6435 | 6360595 |
| &nbsp;&nbsp;&nbsp; 4.50%, 11/15/54 | &nbsp;&nbsp;&nbsp; 7158 | 6958918 |
| &nbsp;&nbsp;&nbsp; 4.63%, 02/15/40 | &nbsp;&nbsp;&nbsp; 1350 | 1385016 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/44 | &nbsp;&nbsp;&nbsp; 4550 | 4563508 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/44 | &nbsp;&nbsp;&nbsp; 4336 | 4340742 |
| &nbsp;&nbsp;&nbsp; 4.63%, 05/15/54 | &nbsp;&nbsp;&nbsp; 7110 | 7055564 |

---

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD 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; 4.63%, 02/15/55 | &nbsp;&nbsp;&nbsp; $7529 | $7472532 |
| &nbsp;&nbsp;&nbsp; 4.63%, 11/15/55 | &nbsp;&nbsp;&nbsp; 4007 | 3981330 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/41 | &nbsp;&nbsp;&nbsp; 270 | 279239 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/43 | &nbsp;&nbsp;&nbsp; 5227 | 5333990 |
| &nbsp;&nbsp;&nbsp; 4.75%, 02/15/45 | &nbsp;&nbsp;&nbsp; 6541 | 6649335 |
| &nbsp;&nbsp;&nbsp; 4.75%, 11/15/53 | &nbsp;&nbsp;&nbsp; 6776 | 6844819 |
| &nbsp;&nbsp;&nbsp; 4.75%, 05/15/55 | &nbsp;&nbsp;&nbsp; 6901 | 6990497 |
| &nbsp;&nbsp;&nbsp; 4.75%, 08/15/55 | &nbsp;&nbsp;&nbsp; 4317 | 4375010 |
| &nbsp;&nbsp;&nbsp; 4.88%, 08/15/45 | &nbsp;&nbsp;&nbsp; 3035 | 3132215 |
| &nbsp;&nbsp;&nbsp; 5.00%, 05/15/45 | &nbsp;&nbsp;&nbsp; 4377 | 4592430 |
|  |  | 266670535 |
| **Total U.S. Government & Agency Obligations — 44.9%** <br>**(Cost: $307,601,988)** | **Total U.S. Government & Agency Obligations — 44.9%** <br>**(Cost: $307,601,988)** | 268146600 |
| **Total Long-Term Investments — 98.2%** <br>**(Cost: $652,625,655)** | **Total Long-Term Investments — 98.2%** <br>**(Cost: $652,625,655)** | 586802683 |
|  | &nbsp;&nbsp; *Shares* |  |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 2.0%** | **Money Market Funds — 2.0%** | **Money Market Funds — 2.0%** |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency Shares, <br> 3.94%<sup>(j)(k)(l)</sup><br>| &nbsp;&nbsp;&nbsp; 11942236 | 11942236 |
| **Total Short-Term Securities — 2.0%** <br>**(Cost: $11,942,237)** | **Total Short-Term Securities — 2.0%** <br>**(Cost: $11,942,237)** | 11942236 |
| **Total Investments — 100.2%** <br>**(Cost: $664,567,892)** | **Total Investments — 100.2%** <br>**(Cost: $664,567,892)** | 598744919 |
| **Liabilities in Excess of Other Assets — (0.2)%** | **Liabilities in Excess of Other Assets — (0.2)%** | (1463554)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | $597281365 |

---

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

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

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

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

<sup>(d)</sup> 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> U.S. dollar denominated security issued by foreign domiciled entity.

<sup>(h)</sup> Issuer filed for bankruptcy and/or is in default.

<sup>(i)</sup> Non-income producing security.

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

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

<sup>(l)</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>| &nbsp;&nbsp; *Capital* <br>*Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency <br> Shares<br>| $10597307<br> $1344929 <br><sup>(a)</sup><br>| $— | $— | $— | $11942236 | 11942236<br> $143315 <br><sup>(b)</sup><br>| $— |

---

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

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

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

**Fair Value Hierarchy as of Period End** 

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

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

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

------

Schedule of Investments (unaudited)(continued)

November 30, 2025

**iShares® Core 10+ Year USD Bond ETF**

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

&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; $112005 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $112005 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Corporate Bonds & Notes | &nbsp;&nbsp; — | &nbsp;&nbsp; 265930676 | &nbsp;&nbsp; — | &nbsp;&nbsp; 265930676 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Foreign Government Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 42761292 | &nbsp;&nbsp; — | &nbsp;&nbsp; 42761292 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Municipal Debt Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 9852110 | &nbsp;&nbsp; — | &nbsp;&nbsp; 9852110 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Government & Agency Obligations | &nbsp;&nbsp; — | &nbsp;&nbsp; 268146600 | &nbsp;&nbsp; — | &nbsp;&nbsp; 268146600 |
| &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; 11942236 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 11942236 |
|  | &nbsp;&nbsp; $11942236 | &nbsp;&nbsp; $586802683 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $598744919 |

---

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

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| BAB | Build America Bond |
| CME | Chicago Mercantile Exchange |
| CMT | Constant Maturity Treasury |
| GO | General Obligation |
| GOL | General Obligation Limited |

---

---

| | |
|:---|:---|
| PJSC | Public Joint Stock Company |
| RB | Revenue Bonds |
| REIT | Real Estate Investment Trust |
| SOFR | Secured Overnight Financing Rate |

---

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

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

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

- **a. Name of Series:** iShares Core 10+ Year USD Bond ETF

- **b. EDGAR series identifier (if any):** S000026652

- **c. LEI of Series:** 549300AS0BPHN7FEW779

**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:** $608880815.98

**Total Liabilities:** $11606151.37

**Net Assets:** $597274664.61

**Cash Not Reported:** $9140.76

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2.67000000 | **1-Year:** 23.00000000 | **5-Year:** 709.21000000 | **10-Year:** 87842.57000000 | **30-Year:** 286675.72000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 973.86000000 | **10-Year:** 6450.61000000 | **30-Year:** 14744.89000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000080010 | 3.09%                | 1.08%                | 0.43%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1566278.87             | $16785605.22                               |
| Month 2  | $-2349450.64             | $6268596.82                                |
| Month 3  | $-1351583.39             | $1707630.60                                |

### 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        |     40000 | PA      | $36313.81     | 0.01%             | 2042-05-08      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                        | Aflac Inc                                                                       | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32590.93     | 0.01%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                        | Aflac Inc                                                                       | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71655.26     | 0.01%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37418.14     | 0.01%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23511.48     | 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        |     50000 | PA      | $34771.22     | 0.01%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAN0<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     60000 | PA      | $41303.80     | 0.01%             | 2051-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55771.65     | 0.01%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                    | AEP Texas Inc                                                                   | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24890.70     | 0.00%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                                          | AEP Transmission Co LLC                                                         | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12251.53     | 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        |     62000 | PA      | $48239.30     | 0.01%             | 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        |     20000 | PA      | $16673.35     | 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        |     25000 | PA      | $19244.08     | 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        |      5000 | PA      | $3447.57      | 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        |     55000 | PA      | $41549.69     | 0.01%             | 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        |     35000 | PA      | $22034.97     | 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        |     35000 | PA      | $30214.63     | 0.01%             | 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        |     45000 | PA      | $44570.35     | 0.01%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     51000 | PA      | $53334.99     | 0.01%             | 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        |     44000 | PA      | $38338.73     | 0.01%             | 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        |     50000 | PA      | $48156.41     | 0.01%             | 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        |     50000 | PA      | $31966.12     | 0.01%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                    | AIA Group Ltd                                                                   | CUSIP: 00131LAE5<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     55000 | PA      | $50358.35     | 0.01%             | 2046-03-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                    | AIA Group Ltd                                                                   | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    225000 | PA      | $179850.38    | 0.03%             | 2040-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                                                    | AIA Group Ltd                                                                   | CUSIP: 00131LAS4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |     35000 | PA      | $34389.16     | 0.01%             | 2054-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                  | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $44280.96     | 0.01%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                                                                   | Aon Global Ltd                                                                  | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     54000 | PA      | $48530.42     | 0.01%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RBA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60652.87     | 0.01%             | 2041-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    170000 | PA      | $146432.67    | 0.02%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    105000 | PA      | $88395.49     | 0.01%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RCG5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31506.31     | 0.01%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    185000 | PA      | $164086.34    | 0.03%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RCU4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82124.09     | 0.01%             | 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        |     25000 | PA      | $26366.80     | 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        |     40000 | PA      | $43549.44     | 0.01%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48250.65     | 0.01%             | 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        |    160000 | PA      | $134931.17    | 0.02%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    125000 | PA      | $105657.63    | 0.02%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92009.33     | 0.02%             | 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        |     95000 | PA      | $92028.89     | 0.02%             | 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        |     55000 | PA      | $53912.47     | 0.01%             | 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        |     60000 | PA      | $55095.50     | 0.01%             | 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        |     95000 | PA      | $93546.45     | 0.02%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55950.49     | 0.01%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67430.63     | 0.01%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     85000 | PA      | $74828.03     | 0.01%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159295.07    | 0.03%             | 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        |    325000 | PA      | $233557.15    | 0.04%             | 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        |    115000 | PA      | $81577.56     | 0.01%             | 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        |    115000 | PA      | $85560.99     | 0.01%             | 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        |    130000 | PA      | $86595.38     | 0.01%             | 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        |     45000 | PA      | $29432.70     | 0.00%             | 2061-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    715000 | PA      | $491918.31    | 0.08%             | 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        |    735000 | PA      | $503027.68    | 0.08%             | 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        |    591000 | PA      | $402552.27    | 0.07%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    570000 | PA      | $404896.53    | 0.07%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72219.15     | 0.01%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT&T Inc                                                                        | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98323.18     | 0.02%             | 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        |     90000 | PA      | $88338.49     | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAC7<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    105000 | PA      | $81890.96     | 0.01%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     68000 | PA      | $77051.59     | 0.01%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     55000 | PA      | $61565.18     | 0.01%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62575.98     | 0.01%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    179000 | PA      | $181685.60    | 0.03%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    305000 | PA      | $292065.38    | 0.05%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                              | Abbott Laboratories                                                             | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62446.35     | 0.01%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    290000 | PA      | $263014.49    | 0.04%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    275000 | PA      | $253747.90    | 0.04%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116247.20    | 0.02%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    201000 | PA      | $178032.96    | 0.03%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106975.47    | 0.02%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    380000 | PA      | $343647.04    | 0.06%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    490000 | PA      | $414110.42    | 0.07%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69382.83     | 0.01%             | 2042-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85051.39     | 0.01%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64879.40     | 0.01%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70267.26     | 0.01%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298532.01    | 0.05%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150076.06    | 0.03%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | AbbVie Inc                                                                      | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92146.19     | 0.02%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                                                         | Abu Dhabi National Energy Co PJSC                                               | CUSIP: 00386SAB8<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    100000 | PA      | $115003.67    | 0.02%             | 2036-10-27      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     30000 | PA      | $34677.40     | 0.01%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48137.45     | 0.01%             | 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        |    155000 | PA      | $137403.36    | 0.02%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     41000 | PA      | $34957.83     | 0.01%             | 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        |     47000 | PA      | $34666.44     | 0.01%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                                                             | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     45000 | PA      | $30542.44     | 0.01%             | 2050-06-15      | Fixed         | 3.01%                 | 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        |    170000 | PA      | $140105.56    | 0.02%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ADVENTHEALTH OBL GRP                                                             | AdventHealth Obligated Group                                                    | CUSIP: 00778XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $19244.19     | 0.00%             | 2051-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                                                           | Advanced Micro Devices Inc                                                      | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42759.67     | 0.01%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| ADVENT HEALTH SYSTEM                                                             | Adventist Health System/West                                                    | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $27962.08     | 0.00%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     76000 | PA      | $83887.71     | 0.01%             | 2036-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     45000 | PA      | $50255.08     | 0.01%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47675.73     | 0.01%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | Aetna Inc                                                                       | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44039.03     | 0.01%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56977.74     | 0.01%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                                                         | Air Products and Chemicals Inc                                                  | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    120000 | PA      | $78386.14     | 0.01%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AIRBUS SE                                                                        | Airbus SE                                                                       | CUSIP: 009279AC4<br>LEI: MINO79WLOO247M1IL051 | Long             | DBT              | CORP              | NL        |     30000 | PA      | $25032.86     | 0.00%             | 2047-04-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AIRPORT AUTHORITY HK                                                             | Airport Authority                                                               | CUSIP: 00946AAE4<br>LEI: 254900748HGC4RBR4O84 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $155381.54    | 0.03%             | 2052-01-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                      | Aker BP ASA                                                                     | CUSIP: 00973RAP8<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |      5000 | PA      | $4627.99      | 0.00%             | 2054-10-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43525.98     | 0.01%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25518.15     | 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        |     85000 | PA      | $67829.92     | 0.01%             | 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        |     30000 | PA      | $25749.02     | 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        |     45000 | PA      | $34838.38     | 0.01%             | 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        |     27000 | PA      | $22913.33     | 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        |     85000 | PA      | $61895.85     | 0.01%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                                                 | Alabama Power Co                                                                | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     55000 | PA      | $37153.09     | 0.01%             | 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        |     50000 | PA      | $33086.95     | 0.01%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                  | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45306.29     | 0.01%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                                   | Albemarle Corp                                                                  | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36844.83     | 0.01%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                                             | Howmet Aerospace Inc                                                            | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     90000 | PA      | $98450.94     | 0.02%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                                               | Alcon Finance Corp                                                              | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38724.82     | 0.01%             | 2049-09-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORP                                                               | Alcon Finance Corp                                                              | CUSIP: 01400EAF0<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20620.77     | 0.00%             | 2052-12-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     45000 | PA      | $38557.21     | 0.01%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     70000 | PA      | $52355.12     | 0.01%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     75000 | PA      | $46134.21     | 0.01%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     90000 | PA      | $61281.75     | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                         | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     35000 | PA      | $30932.72     | 0.01%             | 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        |     55000 | PA      | $54780.84     | 0.01%             | 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        |     50000 | PA      | $47003.71     | 0.01%             | 2054-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     75000 | PA      | $69578.60     | 0.01%             | 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        |    225000 | PA      | $192512.78    | 0.03%             | 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        |     65000 | PA      | $55563.33     | 0.01%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $148648.59    | 0.02%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    210000 | PA      | $146957.44    | 0.02%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                                            | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |      5000 | PA      | $3340.14      | 0.00%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                         | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAG1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $55936.98     | 0.01%             | 2047-07-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                         | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAN6<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $15307.88     | 0.00%             | 2050-01-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                         | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAP1<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $63065.51     | 0.01%             | 2041-05-13      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                         | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAQ9<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $32803.22     | 0.01%             | 2051-05-13      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ALIMENTATION COUCHE-TARD                                                         | Alimentation Couche-Tard Inc                                                    | CUSIP: 01626PAV8<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $65117.42     | 0.01%             | 2054-02-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                  | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46511.66     | 0.01%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                                                                   | Alleghany Corp                                                                  | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34549.84     | 0.01%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                                                             | Allina Health System                                                            | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43544.50     | 0.01%             | 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        |     10000 | PA      | $6478.54      | 0.00%             | 2051-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002AT8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53855.02     | 0.01%             | 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        |     35000 | PA      | $36798.18     | 0.01%             | 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        |     35000 | PA      | $31169.73     | 0.01%             | 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        |     75000 | PA      | $62765.67     | 0.01%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                    | Allstate Corp/The                                                               | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46547.88     | 0.01%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    165000 | PA      | $114296.91    | 0.02%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    240000 | PA      | $136023.31    | 0.02%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    145000 | PA      | $77447.62     | 0.01%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64615.06     | 0.01%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78675.32     | 0.01%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    165000 | PA      | $168658.37    | 0.03%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177824.79    | 0.03%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | Alphabet Inc                                                                    | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164399.03    | 0.03%             | 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        |    108000 | PA      | $91522.84     | 0.02%             | 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        |     80000 | PA      | $69246.57     | 0.01%             | 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        |    195000 | PA      | $191033.72    | 0.03%             | 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        |    125000 | PA      | $95323.29     | 0.02%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208263.60    | 0.03%             | 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        |    180000 | PA      | $183298.78    | 0.03%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60872.00     | 0.01%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                 | Altria Group Inc                                                                | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    150000 | PA      | $116758.15    | 0.02%             | 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        |    140000 | PA      | $100644.04    | 0.02%             | 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        |    110000 | PA      | $80905.16     | 0.01%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157204.89    | 0.03%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    275000 | PA      | $255403.21    | 0.04%             | 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        |    342000 | PA      | $287686.36    | 0.05%             | 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        |    220000 | PA      | $182002.33    | 0.03%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    270000 | PA      | $166016.90    | 0.03%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    173000 | PA      | $100614.35    | 0.02%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    205000 | PA      | $158278.75    | 0.03%             | 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        |    300000 | PA      | $206945.43    | 0.03%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    180000 | PA      | $119154.03    | 0.02%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200738.79    | 0.03%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55350.49     | 0.01%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                   | Amazon.com Inc                                                                  | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    190000 | PA      | $191783.37    | 0.03%             | 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        |    180000 | PA      | $181003.37    | 0.03%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 02360FAB2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35721.26     | 0.01%             | 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        |     50000 | PA      | $42124.12     | 0.01%             | 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        |     65000 | PA      | $50509.86     | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21632.67     | 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        |     25000 | PA      | $17570.18     | 0.00%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     55000 | PA      | $35707.95     | 0.01%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36924.96     | 0.01%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                                               | Ameren Illinois Co                                                              | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75562.67     | 0.01%             | 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        |    100000 | PA      | $102209.25    | 0.02%             | 2055-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    120000 | PA      | $130385.51    | 0.02%             | 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        |    154000 | PA      | $166302.44    | 0.03%             | 2040-03-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     40000 | PA      | $35190.06     | 0.01%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                          | America Movil SAB de CV                                                         | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     50000 | PA      | $42692.46     | 0.01%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                                          | American Electric Power Co Inc                                                  | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     55000 | PA      | $36964.71     | 0.01%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                              | American Express Co                                                             | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    122000 | PA      | $105827.26    | 0.02%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                                                         | American Financial Group Inc/OH                                                 | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59409.98     | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     35000 | PA      | $23939.19     | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                            | American Homes 4 Rent LP                                                        | CUSIP: 02666TAF4<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     35000 | PA      | $28173.74     | 0.00%             | 2052-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     85000 | PA      | $75679.23     | 0.01%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                                                           | American International Group Inc                                                | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89770.26     | 0.02%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTL GROUP                                                              | American International Group Inc                                                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $92871.10     | 0.02%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                           | CUSIP: 02765UCY8<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    200000 | PA      | $214428.73    | 0.04%             | 2044-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| American Municipal Power Inc                                                     | AMERICAN MUNI PWR-OHIO INC OH REVENUE                                           | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     50000 | PA      | $64209.34     | 0.01%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     40000 | PA      | $29975.77     | 0.01%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     70000 | PA      | $46995.06     | 0.01%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                              | American Tower Corp                                                             | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     77000 | PA      | $49845.66     | 0.01%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                                                         | American Transmission Systems Inc                                               | CUSIP: 030288AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $23673.78     | 0.00%             | 2044-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN UNIVERSITY                                                              | American University/The                                                         | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27150.95     | 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        |     50000 | PA      | $57195.82     | 0.01%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48335.14     | 0.01%             | 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        |     40000 | PA      | $34866.65     | 0.01%             | 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        |     45000 | PA      | $36959.77     | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27324.95     | 0.00%             | 2047-09-01      | 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        |     80000 | PA      | $66182.00     | 0.01%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49207.75     | 0.01%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $39953.95     | 0.01%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     55000 | PA      | $37965.04     | 0.01%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74075.87     | 0.01%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                                                         | American Water Capital Corp                                                     | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91583.23     | 0.02%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47154.34     | 0.01%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                      | Cencora Inc                                                                     | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42203.90     | 0.01%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC                                                               | AmFam Holdings Inc                                                              | CUSIP: 03115AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     32000 | PA      | $21632.33     | 0.00%             | 2051-03-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     57000 | PA      | $63907.82     | 0.01%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162BA7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27871.59     | 0.00%             | 2039-02-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     91000 | PA      | $87143.92     | 0.01%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56508.38     | 0.01%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     96000 | PA      | $94112.07     | 0.02%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    155000 | PA      | $135006.31    | 0.02%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    155000 | PA      | $134960.78    | 0.02%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    360000 | PA      | $315233.88    | 0.05%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    175000 | PA      | $139810.59    | 0.02%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    170000 | PA      | $123657.60    | 0.02%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    122000 | PA      | $74107.23     | 0.01%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $51823.73     | 0.01%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $59760.94     | 0.01%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    115000 | PA      | $92825.98     | 0.02%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $96084.06     | 0.02%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99078.35     | 0.02%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    185000 | PA      | $188721.71    | 0.03%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    355000 | PA      | $356658.47    | 0.06%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250867.60    | 0.04%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98999.57     | 0.02%             | 2036-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                                    | Amphenol Corp                                                                   | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87677.20     | 0.01%             | 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        |     50000 | PA      | $49516.70     | 0.01%             | 2045-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     75000 | PA      | $55971.86     | 0.01%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    110000 | PA      | $72759.28     | 0.01%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                               | Analog Devices Inc                                                              | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34432.52     | 0.01%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                                                           | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAB7<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     30000 | PA      | $32082.55     | 0.01%             | 2040-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| ANHEUSER-BUSCH CO/INBEV                                                          | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    448000 | PA      | $448228.89    | 0.08%             | 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        |    890000 | PA      | $837899.87    | 0.14%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    145000 | PA      | $188556.53    | 0.03%             | 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        |      5000 | PA      | $6452.44      | 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        |    216000 | PA      | $189106.68    | 0.03%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    225000 | PA      | $235762.15    | 0.04%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345746.04    | 0.06%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    170000 | PA      | $177356.80    | 0.03%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135943.55    | 0.02%             | 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        |    100000 | PA      | $96233.58     | 0.02%             | 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        |      5500 | PA      | $4975.20      | 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        |     45000 | PA      | $40259.84     | 0.01%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                         | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18282.63     | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                         | Anheuser-Busch InBev Finance Inc                                                | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99730.29     | 0.02%             | 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        |    195000 | PA      | $182860.06    | 0.03%             | 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        |     95000 | PA      | $86830.02     | 0.01%             | 2044-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    133000 | PA      | $111611.00    | 0.02%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81695.73     | 0.01%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     95000 | PA      | $70427.51     | 0.01%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    105000 | PA      | $69773.29     | 0.01%             | 2050-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    120000 | PA      | $86650.98     | 0.01%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58836.49     | 0.01%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88655.70     | 0.01%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98308.56     | 0.02%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128630.70    | 0.02%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69443.33     | 0.01%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75124.86     | 0.01%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74370.73     | 0.01%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                         | Aon Corp                                                                        | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33128.28     | 0.01%             | 2040-09-30      | Fixed         | 6.25%                 | 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        |     60000 | PA      | $37860.10     | 0.01%             | 2051-08-23      | Fixed         | 2.90%                 | 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        |     85000 | PA      | $64477.87     | 0.01%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                                            | Aon North America Inc                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $192247.16    | 0.03%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                        | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55580.15     | 0.01%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                         | APA Corp                                                                        | CUSIP: 03743QBB3<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8904.01      | 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        |     45000 | PA      | $38013.02     | 0.01%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| APOLLO MANAGEMENT HOLDIN                                                         | Apollo Management Holdings LP                                                   | CUSIP: 03765HAC5<br>LEI: 5493006XQW0V5K38YM64 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58883.33     | 0.01%             | 2048-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| APOLLO GLOBAL MANAGEMENT                                                         | Apollo Global Management Inc                                                    | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74250.66     | 0.01%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     46000 | PA      | $52858.11     | 0.01%             | 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        |     60000 | PA      | $51107.21     | 0.01%             | 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        |     30000 | PA      | $25596.34     | 0.00%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                                                             | Appalachian Power Co                                                            | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46114.73     | 0.01%             | 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        |     75000 | PA      | $55215.31     | 0.01%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214696.56    | 0.04%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107379.98    | 0.02%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    225000 | PA      | $179136.51    | 0.03%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    230000 | PA      | $208900.95    | 0.03%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112356.69    | 0.02%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    260000 | PA      | $243801.33    | 0.04%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    230000 | PA      | $190459.32    | 0.03%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105221.58    | 0.02%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    135000 | PA      | $109132.70    | 0.02%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    135000 | PA      | $109332.65    | 0.02%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    125000 | PA      | $86138.87     | 0.01%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    183000 | PA      | $117952.17    | 0.02%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    130000 | PA      | $79441.07     | 0.01%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    145000 | PA      | $83963.77     | 0.01%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    190000 | PA      | $138088.03    | 0.02%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    315000 | PA      | $201197.98    | 0.03%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    130000 | PA      | $78884.70     | 0.01%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    210000 | PA      | $134405.25    | 0.02%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    140000 | PA      | $85322.25     | 0.01%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    210000 | PA      | $170687.81    | 0.03%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60616.30     | 0.01%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | Apple Inc                                                                       | CUSIP: 037833EW6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150013.73    | 0.03%             | 2053-05-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58998.85     | 0.01%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     92000 | PA      | $80856.52     | 0.01%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                            | Applied Materials Inc                                                           | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     75000 | PA      | $49089.75     | 0.01%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                         | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     20000 | PA      | $16310.45     | 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        |     45000 | PA      | $41698.95     | 0.01%             | 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        |    155000 | PA      | $100940.93    | 0.02%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     75000 | PA      | $60703.32     | 0.01%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                                                          | Arch Capital Group US Inc                                                       | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53136.41     | 0.01%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                                    | ArcelorMittal SA                                                                | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     65000 | PA      | $73675.11     | 0.01%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                                                    | ArcelorMittal SA                                                                | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $54724.16     | 0.01%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ArcelorMittal SA                                                                | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $52322.58     | 0.01%             | 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        |     90000 | PA      | $68074.41     | 0.01%             | 2050-06-30      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL FINANCE LLC                                                         | Arch Capital Finance LLC                                                        | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47502.97     | 0.01%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     85000 | PA      | $53163.85     | 0.01%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BE1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38761.23     | 0.01%             | 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        |     40000 | PA      | $34001.28     | 0.01%             | 2043-04-16      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31432.11     | 0.01%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                                                         | Archer-Daniels-Midland Co                                                       | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52310.54     | 0.01%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                                             | Ares Management Corp                                                            | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    105000 | PA      | $99683.69     | 0.02%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARES FINANCE CO IV LLC                                                           | Ares Finance Co IV LLC                                                          | CUSIP: 039936AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $14085.77     | 0.00%             | 2052-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Argentina Republic Government International Bonds                                | Argentina Republic Government International Bonds                               | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1350000 | PA      | $1005241.68   | 0.17%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Argentina Republic Government International Bonds                                | Argentina Republic Government International Bonds                               | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |   1084000 | PA      | $721775.86    | 0.12%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: —       |
| Argentina Republic Government International Bonds                                | Argentina Republic Government International Bonds                               | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    217636 | PA      | $149790.67    | 0.03%             | 2046-07-09      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28897.33     | 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        |     31000 | PA      | $27548.10     | 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        |     30000 | PA      | $25497.59     | 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        |     35000 | PA      | $27098.04     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24642.92     | 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        |     35000 | PA      | $28692.79     | 0.00%             | 2049-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21639.01     | 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        |     60000 | PA      | $41999.63     | 0.01%             | 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        |     30000 | PA      | $18404.49     | 0.00%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                                                           | Arizona Public Service Co                                                       | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46327.09     | 0.01%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32074.75     | 0.01%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71603.91     | 0.01%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     35000 | PA      | $39178.64     | 0.01%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59701.89     | 0.01%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    155000 | PA      | $150570.17    | 0.03%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04351LAA8<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41467.08     | 0.01%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04351LAB6<br>LEI: 549300IMOY6ECI21DH68 | Long             | DBT              | CORP              | US        |    115000 | PA      | $95909.30     | 0.02%             | 2046-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                 | Ascension Health                                                                | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $36225.12     | 0.01%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| ASHLAND INC                                                                      | Ashland Inc                                                                     | CUSIP: 044209AM6<br>LEI: 529900E4L9R04SB8HB11 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57140.10     | 0.01%             | 2043-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                                                         | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35983.74     | 0.01%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    245000 | PA      | $282235.10    | 0.05%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    101000 | PA      | $88315.39     | 0.01%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     98000 | PA      | $87906.90     | 0.01%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $66661.47     | 0.01%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | AstraZeneca PLC                                                                 | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $28829.69     | 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        |     65000 | PA      | $44892.15     | 0.01%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $49401.78     | 0.01%             | 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        |     50000 | PA      | $32356.91     | 0.01%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84071.49     | 0.01%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                               | Athene Holding Ltd                                                              | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36276.73     | 0.01%             | 2055-05-19      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46680.19     | 0.01%             | 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        |     50000 | PA      | $43112.32     | 0.01%             | 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        |     50000 | PA      | $42894.34     | 0.01%             | 2044-10-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AP0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55205.22     | 0.01%             | 2048-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57228.89     | 0.01%             | 2049-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     60000 | PA      | $43278.96     | 0.01%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     80000 | PA      | $50808.81     | 0.01%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67310.89     | 0.01%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     60000 | PA      | $66135.82     | 0.01%             | 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        |     10000 | PA      | $9288.49      | 0.00%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                                | Atmos Energy Corp                                                               | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34554.35     | 0.01%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32419.05     | 0.01%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     30000 | PA      | $25126.85     | 0.00%             | 2047-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                                                            | AvalonBay Communities Inc                                                       | CUSIP: 05348EBE8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |     35000 | PA      | $30167.68     | 0.01%             | 2048-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                                                      | Avista Corp                                                                     | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4198.12      | 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        |     25000 | PA      | $19575.99     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | Equitable Holdings Inc                                                          | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     73000 | PA      | $66227.90     | 0.01%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     80000 | PA      | $90519.89     | 0.02%             | 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        |     95000 | PA      | $108880.02    | 0.02%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE Systems PLC                                                                 | CUSIP: 05523RAC1<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $63485.31     | 0.01%             | 2041-10-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE Systems PLC                                                                 | CUSIP: 05523RAE7<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $34075.18     | 0.01%             | 2050-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS HOLDINGS INC                                                         | BAE Systems Holdings Inc                                                        | CUSIP: 05523UAL4<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79690.78     | 0.01%             | 2044-10-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    240000 | PA      | $222128.41    | 0.04%             | 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        |    202000 | PA      | $169961.17    | 0.03%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    105000 | PA      | $90013.24     | 0.02%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45704.73     | 0.01%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67127.78     | 0.01%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                 | BAT Capital Corp                                                                | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47155.86     | 0.01%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    105000 | PA      | $92018.49     | 0.02%             | 2042-02-24      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    245000 | PA      | $235300.29    | 0.04%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     75000 | PA      | $75971.81     | 0.01%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                         | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     40000 | PA      | $41735.03     | 0.01%             | 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        |     50000 | PA      | $50869.48     | 0.01%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HLDGS LLC                                                           | Baker Hughes Holdings LLC                                                       | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118620.37    | 0.02%             | 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: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $103440.70    | 0.02%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     45000 | PA      | $50622.13     | 0.01%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EH9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18854.12     | 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        |     35000 | PA      | $27450.36     | 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        |     10000 | PA      | $8366.13      | 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        |     25000 | PA      | $17351.89     | 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        |     45000 | PA      | $29393.25     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64883.11     | 0.01%             | 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        |     45000 | PA      | $44203.18     | 0.01%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                                         | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ES5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50737.33     | 0.01%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                                                               | Bank of America NA                                                              | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |     85000 | PA      | $93226.27     | 0.02%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    160000 | PA      | $172727.90    | 0.03%             | 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        |    185000 | PA      | $182184.94    | 0.03%             | 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        |     20000 | PA      | $19288.81     | 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        |     65000 | PA      | $59307.66     | 0.01%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    225000 | PA      | $199965.26    | 0.03%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    191000 | PA      | $180615.70    | 0.03%             | 2038-04-24      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    145000 | PA      | $118097.43    | 0.02%             | 2049-01-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    256000 | PA      | $219846.43    | 0.04%             | 2050-03-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    153000 | PA      | $138474.17    | 0.02%             | 2040-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    495000 | PA      | $408105.58    | 0.07%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    489000 | PA      | $367883.72    | 0.06%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48845.67     | 0.01%             | 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        |     80000 | PA      | $59379.58     | 0.01%             | 2052-03-13      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    350000 | PA      | $280135.02    | 0.05%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $168083.96    | 0.03%             | 2052-07-21      | Fixed         | 2.97%                 | No            |                  2 | On Loan: —       |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24452.83     | 0.00%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                    | Banner Health                                                                   | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19657.66     | 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        |     35000 | PA      | $26248.68     | 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        |      5000 | PA      | $3014.58      | 0.00%             | 2071-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BAPTIST HEALTHCARE                                                               | Baptist Healthcare System Obligated Group                                       | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $43944.74     | 0.01%             | 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        |   5662910 | NS      | $5662910.13   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $194022.58    | 0.03%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $185885.05    | 0.03%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $8050.28      | 0.00%             | 2042-03-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | Barclays PLC                                                                    | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $156017.60    | 0.03%             | 2042-11-24      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| BARRICK INTL BARBADOS                                                            | Barrick International Barbados Corp                                             | CUSIP: 06849AAB5<br>LEI: 549300Q10KSESPW7OK85 | Long             | DBT              | CORP              | BB        |     10000 | PA      | $11030.71     | 0.00%             | 2036-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                                                           | Barrick North America Finance LLC                                               | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     94000 | PA      | $96600.11     | 0.02%             | 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        |     84000 | PA      | $86760.64     | 0.01%             | 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        |     95000 | PA      | $101500.43    | 0.02%             | 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        |     75000 | PA      | $74977.95     | 0.01%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $25409.96     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | Baxter International Inc                                                        | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     80000 | PA      | $51466.31     | 0.01%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE                                       | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     50000 | PA      | $58241.25     | 0.01%             | 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        |    170000 | PA      | $196028.46    | 0.03%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| BAYCARE HEALTH SYSTEM                                                            | BayCare Health System Inc                                                       | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47416.11     | 0.01%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE LLC                                                             | Bayer US Finance LLC                                                            | CUSIP: 07274EAM5<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64979.71     | 0.01%             | 2053-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | Bayer US Finance II LLC                                                         | CUSIP: 07274NAN3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100212.74    | 0.02%             | 2038-06-25      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | Bayer US Finance II LLC                                                         | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71904.41     | 0.01%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | Bayer US Finance II LLC                                                         | CUSIP: 07274NBF9<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    140000 | PA      | $112975.53    | 0.02%             | 2044-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | Bayer US Finance II LLC                                                         | CUSIP: 07274NBG7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    118000 | PA      | $87701.12     | 0.01%             | 2045-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | Bayer US Finance II LLC                                                         | CUSIP: 07274NBH5<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |     76000 | PA      | $57606.12     | 0.01%             | 2064-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                   | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47194.32     | 0.01%             | 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        |     15000 | PA      | $12343.24     | 0.00%             | 2046-11-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                                                         | Baylor Scott & White Holdings                                                   | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    110000 | PA      | $71601.84     | 0.01%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| BEACON FUNDING TRUST                                                             | Beacon Funding Trust                                                            | CUSIP: 073952AB9<br>LEI: 984500A80A2EBF5A7C93 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102416.05    | 0.02%             | 2054-08-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     93000 | PA      | $83221.51     | 0.01%             | 2044-12-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    148000 | PA      | $130950.84    | 0.02%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                                            | Becton Dickinson & Co                                                           | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     55000 | PA      | $41885.14     | 0.01%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $91981.24     | 0.02%             | 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        |     35000 | PA      | $28092.63     | 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        |     40000 | PA      | $29125.37     | 0.00%             | 2051-03-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAJ8<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     57000 | PA      | $40822.63     | 0.01%             | 2052-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                                                      | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAN9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $72571.94     | 0.01%             | 2054-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| BELROSE FUNDING TRUST II                                                         | Belrose Funding Trust II                                                        | CUSIP: 08079KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104371.93    | 0.02%             | 2055-05-15      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| BERKLEY (WR) CORPORATION                                                         | W R Berkley Corp                                                                | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36957.59     | 0.01%             | 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        |     65000 | PA      | $50841.94     | 0.01%             | 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        |     25000 | PA      | $18003.22     | 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        |     45000 | PA      | $28370.79     | 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        |     98000 | PA      | $85947.37     | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $49908.88     | 0.01%             | 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        |     78000 | PA      | $65884.04     | 0.01%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57026.82     | 0.01%             | 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        |    185000 | PA      | $117318.10    | 0.02%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                         | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64337.10     | 0.01%             | 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        |     63000 | PA      | $69008.07     | 0.01%             | 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        |     95000 | PA      | $88864.36     | 0.01%             | 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        |     50000 | PA      | $45118.76     | 0.01%             | 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        |    233000 | PA      | $198841.71    | 0.03%             | 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        |    196000 | PA      | $168599.37    | 0.03%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    155000 | PA      | $102081.07    | 0.02%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     60000 | PA      | $36803.80     | 0.01%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                           | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    240000 | PA      | $189109.94    | 0.03%             | 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        |    105000 | PA      | $99861.14     | 0.02%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| BETH ISRAEL LAHEY HEALTH                                                         | Beth Israel Lahey Health Inc                                                    | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6639.52      | 0.00%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: —       |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    110000 | PA      | $103221.22    | 0.02%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    150000 | PA      | $99282.19     | 0.02%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     54000 | PA      | $36134.13     | 0.01%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                       | Biogen Inc                                                                      | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16096.80     | 0.00%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                         | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09256BAG2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56486.64     | 0.01%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                         | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09256BAH0<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39203.86     | 0.01%             | 2045-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                         | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09256BAK3<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47769.37     | 0.01%             | 2047-10-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                         | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09256BAM9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14438.19     | 0.00%             | 2049-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                         | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAB6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     55000 | PA      | $34405.47     | 0.01%             | 2050-09-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                         | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAF7<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     75000 | PA      | $47266.33     | 0.01%             | 2051-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                                         | Blackstone Holdings Finance Co LLC                                              | CUSIP: 09261BAH3<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     55000 | PA      | $37399.65     | 0.01%             | 2052-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                                                           | Blackstone Reg Finance Co LLC                                                   | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34871.86     | 0.01%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | Blue Owl Finance LLC                                                            | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17415.34     | 0.00%             | 2051-10-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP Paribas SA                                                                  | CUSIP: 09659T2C4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $72384.14     | 0.01%             | 2041-01-26      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | Boardwalk Pipelines LP                                                          | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45301.14     | 0.01%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $45060.44     | 0.01%             | 2038-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $39703.44     | 0.01%             | 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        |     55000 | PA      | $57324.73     | 0.01%             | 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        |     85000 | PA      | $60964.77     | 0.01%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22144.93     | 0.00%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38094.52     | 0.01%             | 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        |     35000 | PA      | $25307.31     | 0.00%             | 2048-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26233.74     | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33018.08     | 0.01%             | 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        |     40000 | PA      | $28224.52     | 0.00%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    110000 | PA      | $83165.39     | 0.01%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $88863.90     | 0.01%             | 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        |    100000 | PA      | $72168.80     | 0.01%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                        | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    295000 | PA      | $303052.38    | 0.05%             | 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        |    510000 | PA      | $508371.80    | 0.09%             | 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        |    340000 | PA      | $336953.86    | 0.06%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    185000 | PA      | $210852.74    | 0.04%             | 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        |    130000 | PA      | $148939.69    | 0.02%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                                                   | BorgWarner Inc                                                                  | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     61000 | PA      | $51929.04     | 0.01%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                               | Boston Gas Co                                                                   | CUSIP: 100743AJ2<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26166.72     | 0.00%             | 2042-02-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BOSTON GAS COMPANY                                                               | Boston Gas Co                                                                   | CUSIP: 100743AN3<br>LEI: FN7P4E7K9JOBORDEUX61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51027.50     | 0.01%             | 2053-07-20      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     35000 | PA      | $42843.14     | 0.01%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                           | Boston Scientific Corp                                                          | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48223.65     | 0.01%             | 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        |     69000 | PA      | $63327.07     | 0.01%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    215000 | PA      | $143446.35    | 0.02%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                                           | BP Capital Markets America Inc                                                  | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    135000 | PA      | $85307.11     | 0.01%             | 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        |    210000 | PA      | $136868.95    | 0.02%             | 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        |    190000 | PA      | $127290.18    | 0.02%             | 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        |    140000 | PA      | $107883.39    | 0.02%             | 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        |    135000 | PA      | $88422.80     | 0.01%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                            | Brazil Government International Bonds                                           | CUSIP: 105756BK5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $220673.23    | 0.04%             | 2037-01-20      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                            | Brazil Government International Bonds                                           | CUSIP: 105756BR0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $188004.38    | 0.03%             | 2041-01-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                            | Brazil Government International Bonds                                           | CUSIP: 105756BW9<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    400000 | PA      | $324462.06    | 0.05%             | 2045-01-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Brazil Government International Bonds                                            | Brazil Government International Bonds                                           | CUSIP: 105756BY5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $171455.98    | 0.03%             | 2047-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                            | Brazil Government International Bonds                                           | CUSIP: 105756CB4<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    400000 | PA      | $296073.71    | 0.05%             | 2050-01-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brazil Government International Bonds                                            | Brazil Government International Bonds                                           | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $200352.37    | 0.03%             | 2054-05-13      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                           | Brazilian Government International Bond                                         | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $199782.13    | 0.03%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                       | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     99000 | PA      | $74081.63     | 0.01%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                                                         | Brighthouse Financial Inc                                                       | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $24930.70     | 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        |     75000 | PA      | $58612.04     | 0.01%             | 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        |     35000 | PA      | $31443.94     | 0.01%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    225000 | PA      | $206973.61    | 0.03%             | 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        |    375000 | PA      | $314392.19    | 0.05%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91588.55     | 0.02%             | 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        |     85000 | PA      | $81596.97     | 0.01%             | 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        |     80000 | PA      | $69109.84     | 0.01%             | 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        |    130000 | PA      | $114566.14    | 0.02%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    105000 | PA      | $75333.57     | 0.01%             | 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        |    110000 | PA      | $66737.98     | 0.01%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81694.85     | 0.01%             | 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        |    225000 | PA      | $169994.48    | 0.03%             | 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        |     45000 | PA      | $33318.68     | 0.01%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                          | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56034.22     | 0.01%             | 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        |    220000 | PA      | $221872.07    | 0.04%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    280000 | PA      | $241772.19    | 0.04%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245939.71    | 0.04%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    185000 | PA      | $143629.37    | 0.02%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    285000 | PA      | $236940.83    | 0.04%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169668.32    | 0.03%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | Broadcom Inc                                                                    | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175423.54    | 0.03%             | 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        |     60000 | PA      | $61770.96     | 0.01%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    113000 | PA      | $97706.48     | 0.02%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $49049.49     | 0.01%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $32053.70     | 0.01%             | 2052-02-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101965.60    | 0.02%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | Brookfield Finance Inc                                                          | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $24818.16     | 0.00%             | 2055-03-03      | Fixed         | 5.81%                 | 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        |     80000 | PA      | $55579.03     | 0.01%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                            | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AP9<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41892.58     | 0.01%             | 2046-03-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                            | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AQ7<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     28000 | PA      | $22916.26     | 0.00%             | 2048-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                            | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AU8<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37125.87     | 0.01%             | 2049-03-04      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO                                                            | Brooklyn Union Gas Co/The                                                       | CUSIP: 114259AY0<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58103.13     | 0.01%             | 2054-07-18      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     65000 | PA      | $57000.98     | 0.01%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | Brown & Brown Inc                                                               | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47171.61     | 0.01%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROWN-FORMAN CORP                                                                | Brown-Forman Corp                                                               | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     47000 | PA      | $41343.22     | 0.01%             | 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        |     60000 | PA      | $54549.74     | 0.01%             | 2038-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROWN UNIVERSITY                                                                 | Brown University                                                                | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3389.42      | 0.00%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                   | Brunswick Corp/DE                                                               | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28297.44     | 0.00%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                              | Buckeye Partners LP                                                             | CUSIP: 118230AM3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42715.38     | 0.01%             | 2043-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                                                              | Buckeye Partners LP                                                             | CUSIP: 118230AP6<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32383.06     | 0.01%             | 2044-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $80269.23     | 0.01%             | 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        |     25000 | PA      | $24780.00     | 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        |     60000 | PA      | $61429.17     | 0.01%             | 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        |     55000 | PA      | $53659.44     | 0.01%             | 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        |     85000 | PA      | $77042.59     | 0.01%             | 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        |     90000 | PA      | $81361.23     | 0.01%             | 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        |     50000 | PA      | $45191.94     | 0.01%             | 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        |     85000 | PA      | $83702.47     | 0.01%             | 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        |     65000 | PA      | $62065.68     | 0.01%             | 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        |     90000 | PA      | $81402.91     | 0.01%             | 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        |    120000 | PA      | $102377.89    | 0.02%             | 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        |     35000 | PA      | $32075.13     | 0.01%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $65151.28     | 0.01%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $41852.03     | 0.01%             | 2047-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $82536.71     | 0.01%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $50141.59     | 0.01%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                         | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $82275.94     | 0.01%             | 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        |     60000 | PA      | $40586.76     | 0.01%             | 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        |     80000 | PA      | $56628.97     | 0.01%             | 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        |     55000 | PA      | $35368.09     | 0.01%             | 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        |    115000 | PA      | $98787.62     | 0.02%             | 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        |    160000 | PA      | $153860.62    | 0.03%             | 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        |    130000 | PA      | $130575.58    | 0.02%             | 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        |     85000 | PA      | $88979.24     | 0.01%             | 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        |     25000 | PA      | $28172.32     | 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        |     65000 | PA      | $72930.40     | 0.01%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22936.88     | 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        |     49000 | PA      | $39234.20     | 0.01%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39078.62     | 0.01%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     55000 | PA      | $41766.03     | 0.01%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                | CF Industries Inc                                                               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     82000 | PA      | $74423.58     | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                                | CF Industries Inc                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71426.41     | 0.01%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                                                | CI Financial Corp                                                               | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $3538.86      | 0.00%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    189000 | PA      | $182768.53    | 0.03%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272339.30    | 0.05%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    115000 | PA      | $89823.54     | 0.02%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     61000 | PA      | $65174.04     | 0.01%             | 2041-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90229.01     | 0.02%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    130000 | PA      | $103654.90    | 0.02%             | 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        |    145000 | PA      | $103111.81    | 0.02%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    165000 | PA      | $116137.99    | 0.02%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88705.73     | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                                                  | Cigna Group/The                                                                 | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128178.66    | 0.02%             | 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        |     95000 | PA      | $98960.48     | 0.02%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTL 20 LTD                                                         | CK Hutchison International 20 Ltd                                               | CUSIP: 12564HAB1<br>LEI: 254900SSPRZHBMNJF043 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $148363.76    | 0.02%             | 2050-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CK HUTCHISON INTNTL 21                                                           | CK Hutchison International 21 Ltd                                               | CUSIP: 12565WAC5<br>LEI: 254900E16YL0NL5TFN79 | Long             | DBT              | CORP              | KY        |    105000 | PA      | $81951.27     | 0.01%             | 2041-04-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                    | CME Group Inc                                                                   | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    102000 | PA      | $103632.28    | 0.02%             | 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        |     60000 | PA      | $51322.45     | 0.01%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                  | CMS Energy Corp                                                                 | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45084.76     | 0.01%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CNOOC FINANCE 2014 ULC                                                           | CNOOC Finance 2014 ULC                                                          | CUSIP: 12591DAD3<br>LEI: 549300QK7VNAZ4SHZS12 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $402857.67    | 0.07%             | 2044-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA INC                                                                  | CRH America Inc                                                                 | CUSIP: 12626PAN3<br>LEI: 549300RN11MJ182CNF63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114784.29    | 0.02%             | 2045-05-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                         | CUSIP: 12636YAD4<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73752.73     | 0.01%             | 2048-04-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH America Finance Inc                                                         | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151547.29    | 0.03%             | 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        |     55000 | PA      | $55153.36     | 0.01%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54754.12     | 0.01%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55484.97     | 0.01%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    105000 | PA      | $116756.97    | 0.02%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46482.40     | 0.01%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    105000 | PA      | $98737.75     | 0.02%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408GX5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     71000 | PA      | $63241.88     | 0.01%             | 2043-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    128000 | PA      | $108951.58    | 0.02%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47219.15     | 0.01%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     51000 | PA      | $40494.21     | 0.01%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     82000 | PA      | $65650.44     | 0.01%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27590.95     | 0.00%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85105.43     | 0.01%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29391.76     | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9085.08      | 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        |     75000 | PA      | $65297.86     | 0.01%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53954.65     | 0.01%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     65000 | PA      | $50582.12     | 0.01%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     35000 | PA      | $21146.69     | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    110000 | PA      | $95208.92     | 0.02%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                         | CSX Corp                                                                        | CUSIP: 126408HY2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27483.25     | 0.00%             | 2055-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                                  | CSL Finance PLC                                                                 | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     30000 | PA      | $27514.06     | 0.00%             | 2042-04-27      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                                  | CSL Finance PLC                                                                 | CUSIP: 12661PAE9<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $100803.53    | 0.02%             | 2052-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                                  | CSL Finance PLC                                                                 | CUSIP: 12661PAF6<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $44416.41     | 0.01%             | 2062-04-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                                                  | CSL Finance PLC                                                                 | CUSIP: 12661PAH2<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |     80000 | PA      | $77296.61     | 0.01%             | 2054-04-03      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26382.80     | 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        |     95000 | PA      | $89901.75     | 0.02%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    270000 | PA      | $246608.71    | 0.04%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    475000 | PA      | $451947.09    | 0.08%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    765000 | PA      | $687238.85    | 0.12%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73418.48     | 0.01%             | 2040-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47140.43     | 0.01%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28903.98     | 0.00%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133540.03    | 0.02%             | 2053-02-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148286.61    | 0.02%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44416.09     | 0.01%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40805.93     | 0.01%             | 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        |     90000 | PA      | $91244.96     | 0.02%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                  | CVS Health Corp                                                                 | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103730.20    | 0.02%             | 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        |     60000 | PA      | $61452.68     | 0.01%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                               | Coterra Energy Inc                                                              | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72993.48     | 0.01%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ENDOWMENT/THE                                                         | California Endowment/The                                                        | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |     55000 | PA      | $33341.06     | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| CALIFORNIA INSTITUTE OF                                                          | California Institute of Technology                                              | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54603.03     | 0.01%             | 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        |     80000 | PA      | $71136.21     | 0.01%             | 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        |     10000 | PA      | $6536.36      | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    250000 | PA      | $306833.80    | 0.05%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    400000 | PA      | $470067.93    | 0.08%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    245000 | PA      | $304360.24    | 0.05%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063D3T3<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    105000 | PA      | $104377.97    | 0.02%             | 2043-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST                                                                   | CUSIP: 13063DGE2<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    100000 | PA      | $102021.63    | 0.02%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV REVENUE                                                      | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $130232.22    | 0.02%             | 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        |    100000 | PA      | $97192.25     | 0.02%             | 2053-11-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                            | Camden Property Trust                                                           | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |     45000 | PA      | $32310.91     | 0.01%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                                  | Cameron LNG LLC                                                                 | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35090.22     | 0.01%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                                  | Cameron LNG LLC                                                                 | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77951.70     | 0.01%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48999.08     | 0.01%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     55000 | PA      | $36810.81     | 0.01%             | 2050-04-24      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                                                            | Campbell's Company/The                                                          | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37235.34     | 0.01%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $72873.29     | 0.01%             | 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        |     57000 | PA      | $64558.74     | 0.01%             | 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        |     55000 | PA      | $40426.97     | 0.01%             | 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        |     55000 | PA      | $42637.64     | 0.01%             | 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        |     60000 | PA      | $52469.23     | 0.01%             | 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        |     30000 | PA      | $18028.41     | 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        |     60000 | PA      | $51397.47     | 0.01%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                                                            | Canadian National Railway Co                                                    | CUSIP: 136375DJ8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $27446.42     | 0.00%             | 2053-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $49154.64     | 0.01%             | 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        |    110000 | PA      | $118075.55    | 0.02%             | 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        |     35000 | PA      | $38952.28     | 0.01%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                                                          | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $66503.69     | 0.01%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $43307.18     | 0.01%             | 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        |     70000 | PA      | $65069.59     | 0.01%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     68000 | PA      | $69508.40     | 0.01%             | 2115-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $45322.50     | 0.01%             | 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        |    180000 | PA      | $121850.57    | 0.02%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                         | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $43859.09     | 0.01%             | 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        |     65000 | PA      | $61306.54     | 0.01%             | 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        |     60000 | PA      | $54004.05     | 0.01%             | 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        |     75000 | PA      | $54921.98     | 0.01%             | 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        |     20000 | PA      | $15319.52     | 0.00%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35427.99     | 0.01%             | 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        |     35000 | PA      | $30397.62     | 0.01%             | 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        |     35000 | PA      | $31963.23     | 0.01%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     61000 | PA      | $51463.94     | 0.01%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                              | Cardinal Health Inc                                                             | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60840.81     | 0.01%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                      | Cargill Inc                                                                     | CUSIP: 141781BF0<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50838.25     | 0.01%             | 2045-11-23      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                      | Cargill Inc                                                                     | CUSIP: 141781BJ2<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15910.52     | 0.00%             | 2049-05-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                      | Cargill Inc                                                                     | CUSIP: 141781BR4<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     80000 | PA      | $54864.34     | 0.01%             | 2051-05-25      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                      | Cargill Inc                                                                     | CUSIP: 141781BX1<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46739.68     | 0.01%             | 2052-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CARGILL INC                                                                      | Cargill Inc                                                                     | CUSIP: 141781CG7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48985.85     | 0.01%             | 2055-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CARLYLE HOLDINGS II FIN                                                          | Carlyle Holdings II Finance LLC                                                 | CUSIP: 14310FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $39575.21     | 0.01%             | 2043-03-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CARLYLE FINANCE LLC                                                              | Carlyle Finance LLC                                                             | CUSIP: 14314CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54187.44     | 0.01%             | 2048-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     20000 | PA      | $22484.06     | 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        |     65000 | PA      | $56226.49     | 0.01%             | 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        |     50000 | PA      | $42816.72     | 0.01%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    175000 | PA      | $142845.40    | 0.02%             | 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        |    173000 | PA      | $129739.83    | 0.02%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                              | Carrier Global Corp                                                             | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     31000 | PA      | $33990.19     | 0.01%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CASE WESTERN RESERVE UNI                                                         | Case Western Reserve University                                                 | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28445.05     | 0.00%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     60000 | PA      | $67303.05     | 0.01%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     96000 | PA      | $97812.11     | 0.02%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    185000 | PA      | $157171.89    | 0.03%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66786.22     | 0.01%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22474.20     | 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        |    120000 | PA      | $87238.18     | 0.01%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                  | Caterpillar Inc                                                                 | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     55000 | PA      | $40114.66     | 0.01%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78464.07     | 0.01%             | 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        |     20000 | PA      | $14030.50     | 0.00%             | 2050-07-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                                                         | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     45000 | PA      | $40607.38     | 0.01%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     53000 | PA      | $59070.33     | 0.01%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     32000 | PA      | $31266.79     | 0.01%             | 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        |     62000 | PA      | $57331.58     | 0.01%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     65000 | PA      | $46196.07     | 0.01%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | Cenovus Energy Inc                                                              | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50518.30     | 0.01%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                                           | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52768.74     | 0.01%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40330.67     | 0.01%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     54000 | PA      | $48089.90     | 0.01%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36410.49     | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9924.25      | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35861.47     | 0.01%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $33578.25     | 0.01%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27672.81     | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                                         | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24409.70     | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                           | Lumen Technologies Inc                                                          | CUSIP: 156700AM8<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41837.65     | 0.01%             | 2039-09-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                           | Lumen Technologies Inc                                                          | CUSIP: 156700AT3<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33723.61     | 0.01%             | 2042-03-15      | Fixed         | 7.65%                 | 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        |    326000 | PA      | $312924.93    | 0.05%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BC7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44187.01     | 0.01%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $205468.74    | 0.03%             | 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        |     90000 | PA      | $83551.08     | 0.01%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258000 | PA      | $225923.62    | 0.04%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $104488.88    | 0.02%             | 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        |    285000 | PA      | $218810.15    | 0.04%             | 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: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $80095.37     | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                         | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $110005.94    | 0.02%             | 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        |    170000 | PA      | $121092.65    | 0.02%             | 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        |    250000 | PA      | $164197.65    | 0.03%             | 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        |    130000 | PA      | $86960.18     | 0.01%             | 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: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $101759.47    | 0.02%             | 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        |    125000 | PA      | $76820.65     | 0.01%             | 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: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | PA      | $133191.04    | 0.02%             | 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        |     85000 | PA      | $68406.95     | 0.01%             | 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: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $53450.70     | 0.01%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                         | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38385.94     | 0.01%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     85000 | PA      | $50551.05     | 0.01%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                  | Chevron USA Inc                                                                 | CUSIP: 166756AT3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49499.43     | 0.01%             | 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        |     53000 | PA      | $53645.19     | 0.01%             | 2043-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                                                                     | Chevron Corp                                                                    | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95000 | PA      | $65897.27     | 0.01%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago                       | CHICAGO IL MET WTR RECLAMATION DIST GREATER CHICAGO                             | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |     55000 | PA      | $58288.33     | 0.01%             | 2038-12-01      | Fixed         | 5.72%                 | 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        |    250000 | PA      | $222285.63    | 0.04%             | 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: 167725AF7<br>LEI: 549300CB8XLRGIPN3E12 | Long             | DBT              | MUN               | US        |    229946 | PA      | $259419.32    | 0.04%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL MEDI                                                         | Children's Hospital Medical Center/Cincinnati OH                                | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35526.94     | 0.01%             | 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        |     30000 | PA      | $25455.31     | 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        |     45000 | PA      | $28109.06     | 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        |     30000 | PA      | $19780.38     | 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        |     30000 | PA      | $18095.23     | 0.00%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                                                | Chile Government International Bond                                             | CUSIP: 168863BP2<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    150000 | PA      | $123754.33    | 0.02%             | 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        |    200000 | PA      | $162758.21    | 0.03%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DL9<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $150128.18    | 0.03%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DQ8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $256004.32    | 0.04%             | 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        |    200000 | PA      | $155526.67    | 0.03%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DW5<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $161538.08    | 0.03%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 168863DY1<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $180329.97    | 0.03%             | 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        |    200000 | PA      | $202635.77    | 0.03%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                                       | Chubb Corp/The                                                                  | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $61368.22     | 0.01%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CHUBB CORP                                                                       | Chubb Corp/The                                                                  | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $79564.16     | 0.01%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                                           | Chubb INA Holdings LLC                                                          | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     65000 | PA      | $42454.41     | 0.01%             | 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        |    105000 | PA      | $65978.24     | 0.01%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52592.84     | 0.01%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                           | Church & Dwight Co Inc                                                          | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46435.23     | 0.01%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    180000 | PA      | $196269.21    | 0.03%             | 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        |    220000 | PA      | $231751.15    | 0.04%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    185000 | PA      | $181584.79    | 0.03%             | 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        |     75000 | PA      | $72794.60     | 0.01%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                                | Cisco Systems Inc                                                               | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70569.09     | 0.01%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    196000 | PA      | $253548.81    | 0.04%             | 2039-07-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95648.39     | 0.02%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    105000 | PA      | $118587.85    | 0.02%             | 2043-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     95000 | PA      | $92527.27     | 0.02%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    112000 | PA      | $102136.39    | 0.02%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    195000 | PA      | $173896.80    | 0.03%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85294.21     | 0.01%             | 2048-04-24      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    105000 | PA      | $93625.29     | 0.02%             | 2039-01-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    265000 | PA      | $238268.64    | 0.04%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    132000 | PA      | $133742.61    | 0.02%             | 2041-03-26      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    130000 | PA      | $96759.46     | 0.02%             | 2042-11-03      | Fixed         | 2.90%                 | 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        |    100000 | PA      | $112004.60    | 0.02%             | 2039-06-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | Citigroup Inc                                                                   | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193527.64    | 0.03%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE/THE                                                                 | City of Hope                                                                    | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24987.61     | 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        |     45000 | PA      | $38055.13     | 0.01%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND CLINIC FOUND                                                           | Cleveland Clinic Foundation/The                                                 | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |     47000 | PA      | $41129.69     | 0.01%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CLEVELAND ELECTRIC ILLUM                                                         | Cleveland Electric Illuminating Co/The                                          | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     23000 | PA      | $24465.39     | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                             | Cleveland-Cliffs Inc                                                            | CUSIP: 18683KAC5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30414.63     | 0.01%             | 2040-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68544.34     | 0.01%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    131000 | PA      | $98752.03     | 0.02%             | 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        |    180000 | PA      | $114096.99    | 0.02%             | 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        |     95000 | PA      | $57285.92     | 0.01%             | 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        |    155000 | PA      | $95133.01     | 0.02%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    175000 | PA      | $119537.86    | 0.02%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     85000 | PA      | $65986.56     | 0.01%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104782.75    | 0.02%             | 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        |    130000 | PA      | $129455.39    | 0.02%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                                                 | Coca-Cola Co/The                                                                | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138134.55    | 0.02%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                             | Colgate-Palmolive Co                                                            | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51667.69     | 0.01%             | 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        |     45000 | PA      | $36227.96     | 0.01%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                          | Colombia Government International Bonds                                         | CUSIP: 195325BK0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    150000 | PA      | $154071.68    | 0.03%             | 2037-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                          | Colombia Government International Bonds                                         | CUSIP: 195325BM6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $178025.34    | 0.03%             | 2041-01-18      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                          | Colombia Government International Bonds                                         | CUSIP: 195325BR5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $162814.54    | 0.03%             | 2044-02-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                          | Colombia Government International Bonds                                         | CUSIP: 195325CU7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $148542.45    | 0.02%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                          | Colombia Government International Bonds                                         | CUSIP: 195325DQ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $148386.73    | 0.02%             | 2049-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                          | Colombia Government International Bonds                                         | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $125426.59    | 0.02%             | 2051-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                          | Colombia Government International Bonds                                         | CUSIP: 195325DX0<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $117159.27    | 0.02%             | 2061-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                          | Colombia Government International Bonds                                         | CUSIP: 195325EM3<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $223364.50    | 0.04%             | 2053-11-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Colombia Government International Bonds                                          | Colombia Government International Bonds                                         | CUSIP: 195325EQ4<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |    200000 | PA      | $213744.97    | 0.04%             | 2054-11-07      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| COLONIAL PIPELINE CO                                                             | Colonial Pipeline Co                                                            | CUSIP: 195869AN2<br>LEI: 549300Y8RLCD6IQXIT35 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3936.20      | 0.00%             | 2043-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COLONIAL PIPELINE CO                                                             | Colonial Pipeline Co                                                            | CUSIP: 195869AQ5<br>LEI: 549300Y8RLCD6IQXIT35 | Long             | DBT              | CORP              | US        |     65000 | PA      | $49905.66     | 0.01%             | 2048-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                                                          | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49858.91     | 0.01%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                                          | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $150936.78    | 0.03%             | 2053-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                                          | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $44045.44     | 0.01%             | 2063-08-15      | Fixed         | 6.71%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                                          | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $74842.13     | 0.01%             | 2043-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                                          | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24019.12     | 0.00%             | 2054-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                                          | Columbia Pipelines Operating Co LLC                                             | CUSIP: 19828TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $24872.23     | 0.00%             | 2055-02-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     45000 | PA      | $50074.16     | 0.01%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAV3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     30000 | PA      | $34690.04     | 0.01%             | 2037-08-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $67746.31     | 0.01%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79783.78     | 0.01%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBK6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70830.22     | 0.01%             | 2044-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    105000 | PA      | $90394.89     | 0.02%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81269.38     | 0.01%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    180000 | PA      | $128056.67    | 0.02%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     85000 | PA      | $65626.57     | 0.01%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    227000 | PA      | $174542.22    | 0.03%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    201000 | PA      | $152055.94    | 0.03%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     95000 | PA      | $71159.46     | 0.01%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    105000 | PA      | $92136.28     | 0.02%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    140000 | PA      | $107681.96    | 0.02%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     99000 | PA      | $93318.61     | 0.02%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    115000 | PA      | $98084.56     | 0.02%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59676.61     | 0.01%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    126000 | PA      | $100140.12    | 0.02%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    220000 | PA      | $151302.07    | 0.03%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    175000 | PA      | $146572.54    | 0.02%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    160000 | PA      | $95479.19     | 0.02%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    155000 | PA      | $84285.06     | 0.01%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    140000 | PA      | $72035.31     | 0.01%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    515000 | PA      | $310963.45    | 0.05%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    565000 | PA      | $328754.86    | 0.06%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    264000 | PA      | $147244.31    | 0.02%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129339.90    | 0.02%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106062.13    | 0.02%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120101.61    | 0.02%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                     | Comcast Corp                                                                    | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101315.93    | 0.02%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    101000 | PA      | $80972.85     | 0.01%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     72000 | PA      | $55076.82     | 0.01%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     75000 | PA      | $56993.04     | 0.01%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAM5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43841.19     | 0.01%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9744.18      | 0.00%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                              | CommonSpirit Health                                                             | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19827.47     | 0.00%             | 2055-09-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                                           | Commonwealth Bank of Australia                                                  | CUSIP: 202712BL8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    210000 | PA      | $176959.88    | 0.03%             | 2039-09-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                                           | Commonwealth Bank of Australia                                                  | CUSIP: 202712BQ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $155364.15    | 0.03%             | 2041-03-11      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     60000 | PA      | $65308.93     | 0.01%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     40000 | PA      | $45143.07     | 0.01%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50335.69     | 0.01%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27803.11     | 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        |     60000 | PA      | $51779.75     | 0.01%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46798.58     | 0.01%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     95000 | PA      | $73997.63     | 0.01%             | 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        |    110000 | PA      | $89282.34     | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55921.55     | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31114.71     | 0.01%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     80000 | PA      | $53340.93     | 0.01%             | 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        |     50000 | PA      | $33948.47     | 0.01%             | 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        |     65000 | PA      | $40995.31     | 0.01%             | 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        |     60000 | PA      | $46220.94     | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19341.51     | 0.00%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                           | Commonwealth Edison Co                                                          | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74258.33     | 0.01%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                                           | Commonwealth Bank of Australia                                                  | CUSIP: 2027A0JN0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    170000 | PA      | $141426.06    | 0.02%             | 2047-07-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH PA                                                             | CUSIP: 20281PKG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $141725.99    | 0.02%             | 2038-06-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| COMMUNITY HEALTH NETWORK                                                         | Community Health Network Inc                                                    | CUSIP: 20369EAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $6564.34      | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | Conagra Brands Inc                                                              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     98000 | PA      | $94700.92     | 0.02%             | 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        |    100000 | PA      | $91685.42     | 0.02%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26306.78     | 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        |     50000 | PA      | $42063.73     | 0.01%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     85000 | PA      | $68997.55     | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                                          | Connecticut Light and Power Co/The                                              | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43322.35     | 0.01%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | ConocoPhillips                                                                  | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27124.29     | 0.00%             | 2038-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | ConocoPhillips                                                                  | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    150000 | PA      | $170530.65    | 0.03%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                                   | ConocoPhillips                                                                  | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13673.53     | 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        |     45000 | PA      | $48986.41     | 0.01%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    110000 | PA      | $94872.57     | 0.02%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAR7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57950.39     | 0.01%             | 2046-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    160000 | PA      | $120078.57    | 0.02%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    135000 | PA      | $111205.83    | 0.02%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    130000 | PA      | $96809.05     | 0.02%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104444.27    | 0.02%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78922.31     | 0.01%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44591.54     | 0.01%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136918.82    | 0.02%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                           | ConocoPhillips Co                                                               | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64240.05     | 0.01%             | 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: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     65000 | PA      | $70015.50     | 0.01%             | 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: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16785.70     | 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        |     40000 | PA      | $46279.93     | 0.01%             | 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: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20889.52     | 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        |     65000 | PA      | $56656.91     | 0.01%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    115000 | PA      | $96519.53     | 0.02%             | 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        |    115000 | PA      | $101818.14    | 0.02%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73101.51     | 0.01%             | 2054-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88163.53     | 0.01%             | 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        |    100000 | PA      | $80159.30     | 0.01%             | 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        |     45000 | PA      | $36408.83     | 0.01%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63380.59     | 0.01%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30409.15     | 0.01%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58454.80     | 0.01%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84205.72     | 0.01%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81157.03     | 0.01%             | 2049-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     60000 | PA      | $42800.97     | 0.01%             | 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: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59871.42     | 0.01%             | 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        |     65000 | PA      | $39479.85     | 0.01%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                                                          | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     60000 | PA      | $42153.50     | 0.01%             | 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        |     30000 | PA      | $20378.91     | 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        |    100000 | PA      | $107296.56    | 0.02%             | 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: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135609.25    | 0.02%             | 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: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81515.07     | 0.01%             | 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        |     35000 | PA      | $35855.14     | 0.01%             | 2055-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37896.23     | 0.01%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51728.69     | 0.01%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46919.43     | 0.01%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | Constellation Brands Inc                                                        | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     65000 | PA      | $48206.31     | 0.01%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     80000 | PA      | $88250.40     | 0.01%             | 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        |     75000 | PA      | $75279.32     | 0.01%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518CZ7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36952.32     | 0.01%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     85000 | PA      | $70224.27     | 0.01%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51195.72     | 0.01%             | 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        |     60000 | PA      | $46358.90     | 0.01%             | 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        |     91000 | PA      | $62298.79     | 0.01%             | 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        |     95000 | PA      | $70441.61     | 0.01%             | 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        |     40000 | PA      | $25647.11     | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                              | Consumers Energy Co                                                             | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53655.89     | 0.01%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                                            | Continental Resources Inc/OK                                                    | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56278.08     | 0.01%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                                         | Cooperatieve Rabobank UA                                                        | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     35000 | PA      | $35853.22     | 0.01%             | 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        |    250000 | PA      | $239833.43    | 0.04%             | 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        |     90000 | PA      | $91230.62     | 0.02%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | Corebridge Financial Inc                                                        | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38754.94     | 0.01%             | 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        |    125000 | PA      | $102037.95    | 0.02%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37807.40     | 0.01%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41825.88     | 0.01%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350AX3<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29495.69     | 0.00%             | 2037-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53468.95     | 0.01%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54083.19     | 0.01%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34794.92     | 0.01%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                      | Corning Inc                                                                     | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15789.70     | 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        |     95000 | PA      | $87836.26     | 0.01%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                      | Corp Nacional del Cobre de Chile                                                | CUSIP: 21987BAR9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $165133.70    | 0.03%             | 2042-07-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COTTAGE HEALTH SYSTEM                                                            | Cottage Health Obligated Group                                                  | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $43105.22     | 0.01%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                           | Cox Communications Inc                                                          | CUSIP: 224044BV8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $58516.71     | 0.01%             | 2039-03-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                           | Cox Communications Inc                                                          | CUSIP: 224044BY2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28239.13     | 0.00%             | 2042-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                           | Cox Communications Inc                                                          | CUSIP: 224044CC9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     36000 | PA      | $28233.12     | 0.00%             | 2043-06-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                           | Cox Communications Inc                                                          | CUSIP: 224044CK1<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22566.18     | 0.00%             | 2047-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                           | Cox Communications Inc                                                          | CUSIP: 224044CM7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $42396.29     | 0.01%             | 2050-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                           | Cox Communications Inc                                                          | CUSIP: 224044CP0<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     70000 | PA      | $43805.30     | 0.01%             | 2051-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                           | Cox Communications Inc                                                          | CUSIP: 224044CT2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60818.62     | 0.01%             | 2053-12-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                           | Cox Communications Inc                                                          | CUSIP: 224044CV7<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66469.48     | 0.01%             | 2054-09-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CRANE NXT CO                                                                     | Crane NXT Co                                                                    | CUSIP: 224399AP0<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23744.17     | 0.00%             | 2036-11-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CRANE NXT CO                                                                     | Crane NXT Co                                                                    | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26269.13     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     41000 | PA      | $35853.66     | 0.01%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     41000 | PA      | $37442.88     | 0.01%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     35000 | PA      | $26701.52     | 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        |     50000 | PA      | $39368.39     | 0.01%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     91000 | PA      | $60994.49     | 0.01%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                 | Crown Castle Inc                                                                | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    110000 | PA      | $80614.91     | 0.01%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54962.65     | 0.01%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     65000 | PA      | $40281.51     | 0.01%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                      | Cummins Inc                                                                     | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99973.11     | 0.02%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $82900.91     | 0.01%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                                                             | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     91000 | PA      | $67452.43     | 0.01%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49286.92     | 0.01%             | 2037-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33923.90     | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                                                 | DP World Ltd/United Arab Emirates                                               | CUSIP: 23330JAA9<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $228746.36    | 0.04%             | 2037-07-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21256.94     | 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        |     45000 | PA      | $39238.87     | 0.01%             | 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        |     60000 | PA      | $47971.42     | 0.01%             | 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        |     15000 | PA      | $11784.64     | 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        |     55000 | PA      | $43006.54     | 0.01%             | 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        |     55000 | PA      | $45395.18     | 0.01%             | 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        |     75000 | PA      | $60529.14     | 0.01%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     60000 | PA      | $40698.22     | 0.01%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35355.82     | 0.01%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37665.68     | 0.01%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24805.77     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                                                  | DTE Electric Co                                                                 | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10509.39     | 0.00%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Dallas County Hospital District                                                  | DALLAS CNTY TX HOSP DIST                                                        | CUSIP: 234667JL8<br>LEI: UQCNU7AEWLMSSOK7VW91 | Long             | DBT              | MUN               | US        |     30000 | PA      | $30033.64     | 0.01%             | 2044-08-15      | Fixed         | 5.62%                 | 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        |    100000 | PA      | $72295.62     | 0.01%             | 2050-11-01      | Fixed         | 2.92%                 | 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        |    200000 | PA      | $176649.51    | 0.03%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS TX AREA RAPID TRANSIT SALES TAX REVENUE                                  | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    100000 | PA      | $106252.40    | 0.02%             | 2044-12-01      | Fixed         | 6.00%                 | 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        |    100000 | PA      | $69404.59     | 0.01%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | Danaher Corp                                                                    | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44515.58     | 0.01%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | Danaher Corp                                                                    | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     80000 | PA      | $49922.15     | 0.01%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DANAHER CORP                                                                     | Danaher Corp                                                                    | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64377.63     | 0.01%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                           | Darden Restaurants Inc                                                          | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37686.72     | 0.01%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DARTMOUTH-HITCH HEALTH                                                           | Dartmouth-Hitchcock Health                                                      | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $31778.58     | 0.01%             | 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        |     10000 | PA      | $7542.81      | 0.00%             | 2049-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    124000 | PA      | $108089.87    | 0.02%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     55000 | PA      | $37549.31     | 0.01%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31868.97     | 0.01%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                                                                  | Deere & Co                                                                      | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42224.44     | 0.01%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| KONINKIJKE AHOLD DLHAIZE                                                         | Koninklijke Ahold Delhaize NV                                                   | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |     52000 | PA      | $54574.16     | 0.01%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DELL INC                                                                         | Dell Inc                                                                        | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     35000 | PA      | $38001.09     | 0.01%             | 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        |     90000 | PA      | $69321.67     | 0.01%             | 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        |     60000 | PA      | $41827.27     | 0.01%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74954.00     | 0.01%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                                          | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |     79000 | PA      | $96271.86     | 0.02%             | 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        |     65000 | PA      | $83661.31     | 0.01%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM AG                                                              | Deutsche Telekom AG                                                             | CUSIP: 251566AA3<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $110718.94    | 0.02%             | 2050-01-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                                                         | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PBC6<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $19450.40     | 0.00%             | 2038-06-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126321.47    | 0.02%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     84000 | PA      | $73316.44     | 0.01%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61225.90     | 0.01%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | Devon Energy Corp                                                               | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97719.50     | 0.02%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | Diageo Capital PLC                                                              | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $65404.69     | 0.01%             | 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        |     60000 | PA      | $50017.48     | 0.01%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                                           | Diageo Investment Corp                                                          | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     47000 | PA      | $40970.56     | 0.01%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61056.46     | 0.01%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59435.91     | 0.01%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71930.36     | 0.01%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144652.38    | 0.02%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | Diamondback Energy Inc                                                          | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77061.56     | 0.01%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                                            | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     80000 | PA      | $59303.56     | 0.01%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                                                                   | Dignity Health                                                                  | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35170.53     | 0.01%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     91000 | PA      | $103629.48    | 0.02%             | 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        |     31000 | PA      | $34468.70     | 0.01%             | 2037-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    140000 | PA      | $161985.00    | 0.03%             | 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        |     50000 | PA      | $55144.00     | 0.01%             | 2041-02-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96426.40     | 0.02%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27781.12     | 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        |     65000 | PA      | $61781.35     | 0.01%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     35000 | PA      | $45216.22     | 0.01%             | 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        |     20000 | PA      | $18489.43     | 0.00%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    130000 | PA      | $84203.09     | 0.01%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48378.14     | 0.01%             | 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        |    180000 | PA      | $164134.02    | 0.03%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                                          | Walt Disney Co/The                                                              | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    190000 | PA      | $160418.04    | 0.03%             | 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        |    290000 | PA      | $219590.67    | 0.04%             | 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        |     40000 | PA      | $29889.87     | 0.01%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45460.93     | 0.01%             | 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        |     80000 | PA      | $70679.21     | 0.01%             | 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        |     70000 | PA      | $57800.48     | 0.01%             | 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        |     96000 | PA      | $82057.00     | 0.01%             | 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        |     85000 | PA      | $59943.20     | 0.01%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17713.85     | 0.00%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DBV0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1309.20      | 0.00%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                                                         | Discovery Communications LLC                                                    | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67871.52     | 0.01%             | 2037-09-20      | Fixed         | 5.00%                 | 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        |     50000 | PA      | $44338.09     | 0.01%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43744.34     | 0.01%             | 2050-04-03      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                                              | Dollar General Corp                                                             | CUSIP: 256677AM7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38374.66     | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                                                  | Dollar Tree Inc                                                                 | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23968.79     | 0.00%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     55000 | PA      | $60670.31     | 0.01%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     40000 | PA      | $46160.44     | 0.01%             | 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        |     75000 | PA      | $69969.00     | 0.01%             | 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        |     80000 | PA      | $65925.94     | 0.01%             | 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        |     45000 | PA      | $40235.21     | 0.01%             | 2044-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21120.18     | 0.00%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38480.87     | 0.01%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | Dominion Energy Inc                                                             | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39336.97     | 0.01%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                                       | Dover Corp                                                                      | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45529.59     | 0.01%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     53000 | PA      | $69211.04     | 0.01%             | 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        |     90000 | PA      | $82509.00     | 0.01%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    107000 | PA      | $86451.58     | 0.01%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52994.94     | 0.01%             | 2044-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53877.84     | 0.01%             | 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        |     80000 | PA      | $64443.49     | 0.01%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    120000 | PA      | $79698.73     | 0.01%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     95000 | PA      | $99855.81     | 0.02%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66927.35     | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51447.12     | 0.01%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                              | Dow Chemical Co/The                                                             | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50268.79     | 0.01%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                            | DuPont de Nemours Inc                                                           | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    116000 | PA      | $118376.60    | 0.02%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                            | DuPont de Nemours Inc                                                           | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     46000 | PA      | $43851.25     | 0.01%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42526.55     | 0.01%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33091.84     | 0.01%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55861.43     | 0.01%             | 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        |     30000 | PA      | $33566.66     | 0.01%             | 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        |     30000 | PA      | $28151.38     | 0.00%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                                          | DCP Midstream Operating LP                                                      | CUSIP: 26439XAH6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32016.48     | 0.01%             | 2036-11-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22496.04     | 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        |    165000 | PA      | $127159.12    | 0.02%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35337.97     | 0.01%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56212.21     | 0.01%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77883.91     | 0.01%             | 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        |     65000 | PA      | $46049.38     | 0.01%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108277.72    | 0.02%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84197.19     | 0.01%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50565.43     | 0.01%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                 | Duke Energy Corp                                                                | CUSIP: 26441CCK9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49875.25     | 0.01%             | 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        |     50000 | PA      | $54594.25     | 0.01%             | 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        |     40000 | PA      | $43453.53     | 0.01%             | 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        |     40000 | PA      | $43725.07     | 0.01%             | 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        |     80000 | PA      | $82087.88     | 0.01%             | 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        |     70000 | PA      | $62544.17     | 0.01%             | 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        |     60000 | PA      | $51211.92     | 0.01%             | 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        |     75000 | PA      | $59894.32     | 0.01%             | 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        |     80000 | PA      | $64578.51     | 0.01%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54163.85     | 0.01%             | 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        |     38000 | PA      | $30610.53     | 0.01%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     95000 | PA      | $66254.03     | 0.01%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     70000 | PA      | $50619.80     | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     45000 | PA      | $33120.80     | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                            | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102818.97    | 0.02%             | 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        |     53000 | PA      | $52558.66     | 0.01%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                             | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55352.53     | 0.01%             | 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        |     15000 | PA      | $14994.54     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52447.02     | 0.01%             | 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        |     65000 | PA      | $55126.00     | 0.01%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                 | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     80000 | PA      | $59570.84     | 0.01%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                  | Duke University                                                                 | CUSIP: 26442TAG2<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     45000 | PA      | $29613.03     | 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        |     70000 | PA      | $45044.14     | 0.01%             | 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        |     89000 | PA      | $75678.21     | 0.01%             | 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        |     70000 | PA      | $54429.47     | 0.01%             | 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        |     35000 | PA      | $26761.16     | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     45000 | PA      | $27040.69     | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32238.88     | 0.01%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19871.49     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48875.06     | 0.01%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                         | Duke Energy Progress LLC                                                        | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50289.71     | 0.01%             | 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        |     65000 | PA      | $53379.65     | 0.01%             | 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        |     40000 | PA      | $31591.83     | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                          | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31748.12     | 0.01%             | 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        |     65000 | PA      | $63153.80     | 0.01%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     45000 | PA      | $33446.95     | 0.01%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24839.39     | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     60000 | PA      | $39386.23     | 0.01%             | 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        |     45000 | PA      | $47311.84     | 0.01%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                          | Duke Energy Florida LLC                                                         | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $87447.72     | 0.01%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | Electricite de France SA                                                        | CUSIP: 268317AC8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    290000 | PA      | $327999.24    | 0.05%             | 2039-01-26      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | Electricite de France SA                                                        | CUSIP: 268317AE4<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $101952.12    | 0.02%             | 2040-01-27      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | Electricite de France SA                                                        | CUSIP: 268317AK0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    140000 | PA      | $126183.58    | 0.02%             | 2044-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | Electricite de France SA                                                        | CUSIP: 268317AL8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     65000 | PA      | $64544.43     | 0.01%             | 2114-01-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| ELECTRICITE DE FRANCE SA                                                         | Electricite de France SA                                                        | CUSIP: 268317AQ7<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    180000 | PA      | $162134.21    | 0.03%             | 2045-10-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | Electricite de France SA                                                        | CUSIP: 268317AR5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     15000 | PA      | $13425.77     | 0.00%             | 2055-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | Electricite de France SA                                                        | CUSIP: 268317AT1<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     90000 | PA      | $81126.40     | 0.01%             | 2048-09-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | Electricite de France SA                                                        | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    140000 | PA      | $132253.92    | 0.02%             | 2038-09-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | Electricite de France SA                                                        | CUSIP: 268317BB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     20000 | PA      | $19801.59     | 0.00%             | 2064-04-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                          | Eni SpA                                                                         | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |     50000 | PA      | $49747.21     | 0.01%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $95582.91     | 0.02%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35008.92     | 0.01%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                                | EOG Resources Inc                                                               | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103746.88    | 0.02%             | 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        |     45000 | PA      | $46860.62     | 0.01%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| E.ON INTL FINANCE BV                                                             | E.ON International Finance BV                                                   | CUSIP: 268789AB0<br>LEI: 549300TG53AWJ719M814 | Long             | DBT              | CORP              | NL        |     60000 | PA      | $67787.27     | 0.01%             | 2038-04-30      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                             | ERAC USA Finance LLC                                                            | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $175563.86    | 0.03%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66975.80     | 0.01%             | 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        |     55000 | PA      | $48888.25     | 0.01%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                 | ERP Operating LP                                                                | CUSIP: 26884ABH5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     20000 | PA      | $16316.37     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                             | ERAC USA Finance LLC                                                            | CUSIP: 26884TAE2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35970.66     | 0.01%             | 2042-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                             | ERAC USA Finance LLC                                                            | CUSIP: 26884TAN2<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44321.67     | 0.01%             | 2045-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                             | ERAC USA Finance LLC                                                            | CUSIP: 26884TAS1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46467.31     | 0.01%             | 2046-11-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                             | ERAC USA Finance LLC                                                            | CUSIP: 26884TAX0<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83677.36     | 0.01%             | 2053-05-01      | Fixed         | 5.40%                 | 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        |     50000 | PA      | $53714.47     | 0.01%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| EAST OHIO GAS CO/THE                                                             | East Ohio Gas Co/The                                                            | CUSIP: 27409LAE3<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |     55000 | PA      | $36033.24     | 0.01%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19708.57     | 0.00%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS                                                               | Eastern Energy Gas Holdings LLC                                                 | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26263.62     | 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        |     55000 | PA      | $48435.68     | 0.01%             | 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        |     35000 | PA      | $31623.05     | 0.01%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44653.47     | 0.01%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                              | Eastman Chemical Co                                                             | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     99000 | PA      | $84736.68     | 0.01%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101460.95    | 0.02%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20514.52     | 0.00%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                       | Eaton Corp                                                                      | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81863.11     | 0.01%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62547.70     | 0.01%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | eBay Inc                                                                        | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74479.35     | 0.01%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45078.16     | 0.01%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     55000 | PA      | $30896.36     | 0.01%             | 2050-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     97000 | PA      | $59669.53     | 0.01%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                       | Ecolab Inc                                                                      | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     90000 | PA      | $56699.78     | 0.01%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                    | CUSIP: 279158AE9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     90000 | PA      | $82622.24     | 0.01%             | 2043-09-18      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                    | CUSIP: 279158AJ8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    241000 | PA      | $181978.13    | 0.03%             | 2045-05-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                    | CUSIP: 279158AQ2<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    100000 | PA      | $72767.12     | 0.01%             | 2051-11-02      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                     | Ecopetrol SA                                                                    | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    130000 | PA      | $133431.20    | 0.02%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     45000 | PA      | $53741.46     | 0.01%             | 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        |     50000 | PA      | $44316.10     | 0.01%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | Electricite de France SA                                                        | CUSIP: 28504DAD5<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    130000 | PA      | $145775.18    | 0.02%             | 2053-05-23      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                                         | Electricite de France SA                                                        | CUSIP: 28504DAG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    105000 | PA      | $110754.48    | 0.02%             | 2055-01-13      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109684.31    | 0.02%             | 2053-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EMBARQ LLC                                                                       | Embarq LLC                                                                      | CUSIP: 29078EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127000 | PA      | $49533.76     | 0.01%             | 2036-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BD5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51793.24     | 0.01%             | 2039-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     45000 | PA      | $29373.76     | 0.00%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                              | Emerson Electric Co                                                             | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48759.32     | 0.01%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                              | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $38885.79     | 0.01%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                                                                 | Emory University                                                                | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |     45000 | PA      | $30554.98     | 0.01%             | 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        |     60000 | PA      | $52721.58     | 0.01%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                                                          | Empower Finance 2020 LP                                                         | CUSIP: 29248HAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $42928.62     | 0.01%             | 2051-09-17      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42497.14     | 0.01%             | 2037-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47337.63     | 0.01%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $21428.10     | 0.00%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     93000 | PA      | $92559.38     | 0.02%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $53973.73     | 0.01%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $41415.68     | 0.01%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $145098.90    | 0.02%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | Enbridge Inc                                                                    | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $128613.82    | 0.02%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                                                         | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     40000 | PA      | $47524.43     | 0.01%             | 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        |     56000 | PA      | $56243.04     | 0.01%             | 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        |     35000 | PA      | $41361.67     | 0.01%             | 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        |     45000 | PA      | $51185.48     | 0.01%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                             | Enel Finance International NV                                                   | CUSIP: 29268BAC5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $113017.38    | 0.02%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                             | Enel Finance International NV                                                   | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $53030.55     | 0.01%             | 2039-10-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49186.47     | 0.01%             | 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        |     45000 | PA      | $52593.96     | 0.01%             | 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        |     35000 | PA      | $35590.23     | 0.01%             | 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        |    125000 | PA      | $132626.98    | 0.02%             | 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        |     70000 | PA      | $63248.88     | 0.01%             | 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        |     65000 | PA      | $64146.26     | 0.01%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98367.56     | 0.02%             | 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        |    100000 | PA      | $99915.58     | 0.02%             | 2045-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112651.47    | 0.02%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    185000 | PA      | $178456.90    | 0.03%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146642.34    | 0.02%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29965.51     | 0.01%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49662.00     | 0.01%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                             | Enel Finance International NV                                                   | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     85000 | PA      | $74620.21     | 0.01%             | 2047-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                             | Enel Finance International NV                                                   | CUSIP: 29278GAY4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    155000 | PA      | $148188.33    | 0.02%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                             | Enel Finance International NV                                                   | CUSIP: 29278GBB3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     75000 | PA      | $92454.34     | 0.02%             | 2052-10-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51306.11     | 0.01%             | 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        |    120000 | PA      | $117667.47    | 0.02%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    140000 | PA      | $119078.47    | 0.02%             | 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        |    130000 | PA      | $130840.36    | 0.02%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE AMERICA LLC                                                         | Enel Finance America LLC                                                        | CUSIP: 29280HAB8<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $145233.46    | 0.02%             | 2041-07-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44253.44     | 0.01%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                     | Entergy Corp                                                                    | CUSIP: 29364GAS2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25129.35     | 0.00%             | 2056-06-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78898.27     | 0.01%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    110000 | PA      | $90413.88     | 0.02%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     65000 | PA      | $52786.28     | 0.01%             | 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        |     65000 | PA      | $41693.29     | 0.01%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     65000 | PA      | $49674.79     | 0.01%             | 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        |     65000 | PA      | $57883.38     | 0.01%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70942.69     | 0.01%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | Entergy Louisiana LLC                                                           | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35920.66     | 0.01%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32955.07     | 0.01%             | 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        |     45000 | PA      | $32803.04     | 0.01%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40969.73     | 0.01%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                                | Entergy Texas Inc                                                               | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25383.67     | 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        |     35000 | PA      | $34526.83     | 0.01%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57481.89     | 0.01%             | 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        |     55000 | PA      | $33420.79     | 0.01%             | 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        |     45000 | PA      | $31222.10     | 0.01%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                             | Entergy Arkansas LLC                                                            | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36115.06     | 0.01%             | 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        |     39000 | PA      | $30310.23     | 0.01%             | 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        |     30000 | PA      | $21600.49     | 0.00%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                          | Entergy Mississippi LLC                                                         | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46327.81     | 0.01%             | 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        |     25000 | PA      | $25709.40     | 0.00%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $87369.81     | 0.01%             | 2039-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     26000 | PA      | $31629.41     | 0.01%             | 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        |     80000 | PA      | $90051.01     | 0.02%             | 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        |     75000 | PA      | $79706.66     | 0.01%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82185.87     | 0.01%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     93000 | PA      | $86925.56     | 0.01%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    115000 | PA      | $102867.39    | 0.02%             | 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        |    125000 | PA      | $116024.10    | 0.02%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90924.38     | 0.02%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45260.28     | 0.01%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64444.42     | 0.01%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $117079.15    | 0.02%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116926.23    | 0.02%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    135000 | PA      | $110595.43    | 0.02%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    115000 | PA      | $85763.81     | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44821.22     | 0.01%             | 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        |    125000 | PA      | $84687.71     | 0.01%             | 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        |     75000 | PA      | $51345.08     | 0.01%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138631.25    | 0.02%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                         | Enterprise Products Operating LLC                                               | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51301.21     | 0.01%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     60000 | PA      | $39135.86     | 0.01%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     60000 | PA      | $38504.26     | 0.01%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | Equinix Inc                                                                     | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     20000 | PA      | $13945.74     | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $71972.21     | 0.01%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     50000 | PA      | $43018.51     | 0.01%             | 2040-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    100000 | PA      | $77667.43     | 0.01%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51992.52     | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                          | Essential Utilities Inc                                                         | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32934.24     | 0.01%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     35000 | PA      | $30265.41     | 0.01%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | Essex Portfolio LP                                                              | CUSIP: 29717PAX5<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |     40000 | PA      | $24567.89     | 0.00%             | 2050-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54636.75     | 0.01%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38328.28     | 0.01%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44746.22     | 0.01%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     90000 | PA      | $60547.66     | 0.01%             | 2049-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                                                              | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32823.04     | 0.01%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                         | European Investment Bank                                                        | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | NUSS              | XX        |      5000 | PA      | $5335.15      | 0.00%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                                                         | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36128.04     | 0.01%             | 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        |     95000 | PA      | $67016.63     | 0.01%             | 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        |    100000 | PA      | $64039.85     | 0.01%             | 2052-10-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7186.10      | 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        |     35000 | PA      | $35379.97     | 0.01%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | Eversource Energy                                                               | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     65000 | PA      | $46679.39     | 0.01%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     88000 | PA      | $96339.92     | 0.02%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                         | Constellation Energy Generation LLC                                             | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25693.95     | 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        |     65000 | PA      | $65993.40     | 0.01%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46908.83     | 0.01%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72642.36     | 0.01%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73939.53     | 0.01%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     90000 | PA      | $70169.36     | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68920.71     | 0.01%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                      | Exelon Corp                                                                     | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66487.51     | 0.01%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK KOREA                                                         | Export-Import Bank of Korea                                                     | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $148418.38    | 0.02%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47728.62     | 0.01%             | 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        |    225000 | PA      | $191734.96    | 0.03%             | 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        |     80000 | PA      | $64842.70     | 0.01%             | 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        |    140000 | PA      | $97804.60     | 0.02%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    180000 | PA      | $166918.67    | 0.03%             | 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        |    285000 | PA      | $244060.93    | 0.04%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | Exxon Mobil Corp                                                                | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    310000 | PA      | $227843.14    | 0.04%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                        | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     60000 | PA      | $39301.22     | 0.01%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                         | FMC Corp                                                                        | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28265.11     | 0.00%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FMR LLC                                                                          | FMR LLC                                                                         | CUSIP: 30251BAB4<br>LEI: 6X064LF7Y6B4DKF2GZ26 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5582.28      | 0.00%             | 2039-11-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    295000 | PA      | $248428.29    | 0.04%             | 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        |    135000 | PA      | $113175.47    | 0.02%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    265000 | PA      | $264013.65    | 0.04%             | 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        |    165000 | PA      | $164748.05    | 0.03%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    345000 | PA      | $333938.78    | 0.06%             | 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        |    225000 | PA      | $217629.68    | 0.04%             | 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        |    620000 | PA      | $619748.08    | 0.10%             | 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        |    580000 | PA      | $576866.74    | 0.10%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314080.88    | 0.05%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $47014.67     | 0.01%             | 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        |     50000 | PA      | $50721.58     | 0.01%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                                                           | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BY7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10770.33     | 0.00%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                                                 | Farmers Insurance Exchange                                                      | CUSIP: 309601AE2<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38744.05     | 0.01%             | 2057-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FARMERS INS EXCH                                                                 | Farmers Insurance Exchange                                                      | CUSIP: 309601AG7<br>LEI: 549300UWG2TLX1GZVT44 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10489.99     | 0.00%             | 2064-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                           | Federal Home Loan Banks                                                         | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    290000 | PA      | $321021.56    | 0.05%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                   | Fannie Mae-Aces                                                                 | CUSIP: 3136B35Z9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    254292 | PA      | $249624.04    | 0.04%             | 2031-02-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                             | Federal Realty OP LP                                                            | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |     65000 | PA      | $57509.78     | 0.01%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                          | Macy's Retail Holdings LLC                                                      | CUSIP: 314275AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $18672.24     | 0.00%             | 2037-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XAU0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19854.02     | 0.00%             | 2043-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XAW6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     78000 | PA      | $70224.80     | 0.01%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBB1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     80000 | PA      | $61991.97     | 0.01%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51341.85     | 0.01%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBG0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69365.07     | 0.01%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBN5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59392.69     | 0.01%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57688.08     | 0.01%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XBS4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43041.73     | 0.01%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68716.48     | 0.01%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XCE4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18471.52     | 0.00%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XDS2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4226.96      | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                       | FedEx Corp                                                                      | CUSIP: 31428XDW3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4635.16      | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25508.08     | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                          | Fidelity National Information Services Inc                                      | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     65000 | PA      | $48682.03     | 0.01%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL FINANCIAL                                                          | Fidelity National Financial Inc                                                 | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     60000 | PA      | $38675.35     | 0.01%             | 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        |    102000 | PA      | $126337.01    | 0.02%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY MUNI                                                            | Assured Guaranty Municipal Holdings Inc                                         | CUSIP: 31769PAB6<br>LEI: 549300WKHOG7BKB8MS12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28013.36     | 0.00%             | 2066-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAA7<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43975.87     | 0.01%             | 2044-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                         | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47700.31     | 0.01%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | Fiserv Inc                                                                      | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    175000 | PA      | $139553.61    | 0.02%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70977.66     | 0.01%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                                 | FirstEnergy Corp                                                                | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     80000 | PA      | $56214.75     | 0.01%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIVE CORNERS FND TR IV                                                           | Five Corners Funding Trust IV                                                   | CUSIP: 33835PAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $31246.49     | 0.01%             | 2053-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLEX INTERMEDIATE HOLDCO                                                         | Flex Intermediate Holdco LLC                                                    | CUSIP: 33939HAB5<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38435.49     | 0.01%             | 2039-12-30      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| FLNG LIQUEFACTION 2 LLC                                                          | FLNG Liquefaction 2 LLC                                                         | CUSIP: 33972PAA7<br>LEI: 5493008RXZY6NJ5WF161 | Long             | DBT              | CORP              | US        |     56948 | PA      | $53403.38     | 0.01%             | 2038-03-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLNG LIQUEFACTION 2 LLC                                                          | FLNG Liquefaction 2 LLC                                                         | CUSIP: 33972PAC3<br>LEI: 5493008RXZY6NJ5WF161 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5295.75      | 0.00%             | 2039-12-31      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43021.77     | 0.01%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54704.04     | 0.01%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54380.10     | 0.01%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58413.97     | 0.01%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75539.87     | 0.01%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48288.78     | 0.01%             | 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        |     60000 | PA      | $51937.44     | 0.01%             | 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        |     50000 | PA      | $41739.21     | 0.01%             | 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        |     80000 | PA      | $67198.37     | 0.01%             | 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        |     60000 | PA      | $46896.50     | 0.01%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    120000 | PA      | $97727.61     | 0.02%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FR3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54059.77     | 0.01%             | 2048-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36368.40     | 0.01%             | 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        |     50000 | PA      | $34932.56     | 0.01%             | 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        |     65000 | PA      | $42379.30     | 0.01%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93068.81     | 0.02%             | 2053-04-01      | 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        |     85000 | PA      | $86762.84     | 0.01%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                                         | Florida Power & Light Co                                                        | CUSIP: 341081GY7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77955.44     | 0.01%             | 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        |     35000 | PA      | $36658.97     | 0.01%             | 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        |     55000 | PA      | $61656.81     | 0.01%             | 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        |    100000 | PA      | $113134.54    | 0.02%             | 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        |     20000 | PA      | $20962.18     | 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        |     50000 | PA      | $41565.82     | 0.01%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FOMENTO ECONOMICO MEX                                                            | Fomento Economico Mexicano SAB de CV                                            | CUSIP: 344419AB2<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |     15000 | PA      | $13278.30     | 0.00%             | 2043-05-10      | Fixed         | 4.38%                 | 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        |    100000 | PA      | $80238.51     | 0.01%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| FORD FOUNDATION/THE                                                              | Ford Foundation/The                                                             | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30900.06     | 0.01%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21533.42     | 0.00%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    205000 | PA      | $165055.95    | 0.03%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                               | Ford Motor Co                                                                   | CUSIP: 345370CS7<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109649.57    | 0.02%             | 2046-12-08      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                                                              | Fortive Corp                                                                    | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42157.87     | 0.01%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                                                         | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40919.54     | 0.01%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                            | Foundry JV Holdco LLC                                                           | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212644.54    | 0.04%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                            | Foundry JV Holdco LLC                                                           | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213399.97    | 0.04%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                            | Foundry JV Holdco LLC                                                           | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214806.90    | 0.04%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167226.39    | 0.03%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                         | Fox Corp                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73109.73     | 0.01%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                        | Orange SA                                                                       | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     20000 | PA      | $19834.61     | 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        |      5000 | PA      | $3908.34      | 0.00%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: —       |
| FRANKLIN RESOURCES INC                                                           | Franklin Resources Inc                                                          | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19209.92     | 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        |     10000 | PA      | $9224.19      | 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        |    175000 | PA      | $170187.91    | 0.03%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52405.40     | 0.01%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32422.88     | 0.01%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                        | GATX Corp                                                                       | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76946.99     | 0.01%             | 2054-06-05      | Fixed         | 6.05%                 | 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        |     45000 | PA      | $44788.94     | 0.01%             | 2054-09-15      | Fixed         | 6.25%                 | 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        |     25000 | PA      | $24973.31     | 0.00%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                                            | Haleon US Capital LLC                                                           | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80152.82     | 0.01%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                                                           | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    105000 | PA      | $116388.12    | 0.02%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                                                          | Arthur J Gallagher & Co                                                         | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70994.21     | 0.01%             | 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        |     41000 | PA      | $33840.03     | 0.01%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88277.29     | 0.01%             | 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        |    110000 | PA      | $95185.91     | 0.02%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                            | General Dynamics Corp                                                           | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19028.55     | 0.00%             | 2041-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 369604BH5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45775.55     | 0.01%             | 2044-03-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87132.75     | 0.01%             | 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        |     70000 | PA      | $76914.47     | 0.01%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                                              | General Electric Co                                                             | CUSIP: 36962G4B7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $71461.42     | 0.01%             | 2039-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50926.51     | 0.01%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334BP8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21181.89     | 0.00%             | 2043-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CJ1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44675.01     | 0.01%             | 2048-04-17      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | General Mills Inc                                                               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     75000 | PA      | $49458.22     | 0.01%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    153000 | PA      | $157114.70    | 0.03%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81852.49     | 0.01%             | 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        |    100000 | PA      | $109349.93    | 0.02%             | 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        |     75000 | PA      | $81333.94     | 0.01%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87369.51     | 0.01%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     85000 | PA      | $78122.97     | 0.01%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO                                                                | General Motors Co                                                               | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83411.06     | 0.01%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                                                         | George Washington University/The                                                | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61147.72     | 0.01%             | 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        |     75000 | PA      | $70356.51     | 0.01%             | 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        |     40000 | PA      | $33299.38     | 0.01%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                                                            | Georgetown University/The                                                       | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9068.46      | 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        |     61000 | PA      | $51757.81     | 0.01%             | 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        |     55000 | PA      | $36415.64     | 0.01%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72080.82     | 0.01%             | 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        |    135000 | PA      | $119983.05    | 0.02%             | 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        |     85000 | PA      | $74763.68     | 0.01%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     55000 | PA      | $41992.99     | 0.01%             | 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        |     55000 | PA      | $38189.76     | 0.01%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71137.93     | 0.01%             | 2052-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                 | Georgia Power Co                                                                | CUSIP: 373334LD1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74504.14     | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120671.89    | 0.02%             | 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        |    170000 | PA      | $159329.48    | 0.03%             | 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        |    175000 | PA      | $157614.61    | 0.03%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    230000 | PA      | $212471.49    | 0.04%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     85000 | PA      | $79992.18     | 0.01%             | 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        |    190000 | PA      | $160609.47    | 0.03%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     65000 | PA      | $48557.43     | 0.01%             | 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        |    170000 | PA      | $110338.13    | 0.02%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116999.59    | 0.02%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75725.04     | 0.01%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | Gilead Sciences Inc                                                             | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76145.13     | 0.01%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                                          | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    297000 | PA      | $338203.82    | 0.06%             | 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        |     28000 | PA      | $24691.94     | 0.00%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                             | Glencore Funding LLC                                                            | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     90000 | PA      | $68058.97     | 0.01%             | 2051-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                             | Glencore Funding LLC                                                            | CUSIP: 378272BH0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34356.27     | 0.01%             | 2051-09-23      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                             | Glencore Funding LLC                                                            | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35223.99     | 0.01%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                             | Glencore Funding LLC                                                            | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52300.44     | 0.01%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     65000 | PA      | $48734.86     | 0.01%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | Global Payments Inc                                                             | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57626.17     | 0.01%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| GLOBAL ATLANTIC FIN CO                                                           | Global Atlantic Fin Co                                                          | CUSIP: 37959GAF4<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5127.86      | 0.00%             | 2054-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    186000 | PA      | $174870.81    | 0.03%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    280000 | PA      | $285489.32    | 0.05%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    305000 | PA      | $317142.78    | 0.05%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    513000 | PA      | $577511.54    | 0.10%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    231000 | PA      | $255074.53    | 0.04%             | 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        |    120000 | PA      | $110294.58    | 0.02%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    151000 | PA      | $141747.90    | 0.02%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    245000 | PA      | $190925.41    | 0.03%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    155000 | PA      | $115499.16    | 0.02%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    220000 | PA      | $174143.40    | 0.03%             | 2043-02-24      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     80000 | PA      | $88238.92     | 0.01%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199947.90    | 0.03%             | 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        |    250000 | PA      | $227086.80    | 0.04%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| GOODMAN US FIN FOUR                                                              | Goodman US Finance Four LLC                                                     | CUSIP: 38239KAA6<br>LEI: N/A                  | Long             | DBT              |  | US        |     50000 | PA      | $47157.96     | 0.01%             | 2037-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                 | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100822.21    | 0.02%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                                                                  | WW Grainger Inc                                                                 | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40429.68     | 0.01%             | 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        |     40000 | PA      | $34063.00     | 0.01%             | 2047-05-15      | Fixed         | 4.20%                 | 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        |    150000 | PA      | $106176.10    | 0.02%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GREAT RIVER ENERGY                                                               | Great River Energy                                                              | CUSIP: 39121JAE0<br>LEI: 5493007CIM8IF8LIUC91 | Long             | DBT              | CORP              | US        |     69490 | PA      | $73573.27     | 0.01%             | 2038-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO FINANC                                                         | Great-West Lifeco Finance Delaware LP                                           | CUSIP: 391382AB4<br>LEI: 549300604SRFDFB35F35 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53604.44     | 0.01%             | 2047-06-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GREAT-WEST LIFECO FIN 18                                                         | Great-West Lifeco Finance 2018 LP                                               | CUSIP: 39138QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $48500.48     | 0.01%             | 2048-05-17      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                               | Grupo Televisa SAB                                                              | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     94000 | PA      | $86640.01     | 0.01%             | 2040-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                               | Grupo Televisa SAB                                                              | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     50000 | PA      | $35227.23     | 0.01%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                               | Grupo Televisa SAB                                                              | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     65000 | PA      | $52227.48     | 0.01%             | 2046-01-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                                                               | Grupo Televisa SAB                                                              | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     45000 | PA      | $31739.32     | 0.01%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE                                                          | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AB0<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44091.48     | 0.01%             | 2064-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE                                                          | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50666.27     | 0.01%             | 2077-01-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE                                                          | Guardian Life Insurance Co of America/The                                       | CUSIP: 401378AD6<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23806.21     | 0.00%             | 2070-01-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    155000 | PA      | $149096.57    | 0.02%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127183.43    | 0.02%             | 2039-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    180000 | PA      | $165945.90    | 0.03%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $104500.91    | 0.02%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    205000 | PA      | $171066.50    | 0.03%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104669.95    | 0.02%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34698.89     | 0.01%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    155000 | PA      | $157294.06    | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55786.67     | 0.01%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104194.53    | 0.02%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58642.15     | 0.01%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA Inc                                                                         | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110711.57    | 0.02%             | 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        |     40000 | PA      | $44496.23     | 0.01%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $116369.67    | 0.02%             | 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        |     95000 | PA      | $103900.73    | 0.02%             | 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        |    200000 | PA      | $196845.85    | 0.03%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $136039.14    | 0.02%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $112363.33    | 0.02%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC Holdings PLC                                                               | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    315000 | PA      | $347649.63    | 0.06%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                                                         | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38758.79     | 0.01%             | 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        |     50000 | PA      | $42254.87     | 0.01%             | 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        |     10000 | PA      | $7360.42      | 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        |     68000 | PA      | $44489.46     | 0.01%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     78000 | PA      | $87565.93     | 0.01%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     85000 | PA      | $101824.97    | 0.02%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53023.50     | 0.01%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     98000 | PA      | $87579.00     | 0.01%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                   | Halliburton Co                                                                  | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    140000 | PA      | $127837.13    | 0.02%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON INC                                                              | Harley-Davidson Inc                                                             | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32926.37     | 0.01%             | 2045-07-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 413875AN5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32995.36     | 0.01%             | 2040-12-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62788.81     | 0.01%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The                                                 | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     45000 | PA      | $48752.09     | 0.01%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32741.26     | 0.01%             | 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        |     50000 | PA      | $43782.97     | 0.01%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47598.54     | 0.01%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSUR GRP INC/T                                                         | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     85000 | PA      | $64315.21     | 0.01%             | 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        |     15000 | PA      | $9805.66      | 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        |     35000 | PA      | $25546.38     | 0.00%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63503.26     | 0.01%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | Hasbro Inc                                                                      | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31248.20     | 0.01%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     40000 | PA      | $44897.15     | 0.01%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                                         | Health Care Service Corp A Mutual Legal Reserve Co                              | CUSIP: 42218SAH1<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |    130000 | PA      | $84439.61     | 0.01%             | 2050-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HEALTH CARE SERVICE CORP                                                         | Health Care Service Corp A Mutual Legal Reserve Co                              | CUSIP: 42218SAM0<br>LEI: 549300TMJ1FKCKECR148 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68514.99     | 0.01%             | 2054-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                                      | Heineken NV                                                                     | CUSIP: 423012AE3<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $16997.86     | 0.00%             | 2042-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HEINEKEN NV                                                                      | Heineken NV                                                                     | CUSIP: 423012AG8<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |     90000 | PA      | $76588.70     | 0.01%             | 2047-03-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 42307TAH1<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     85000 | PA      | $97021.96     | 0.02%             | 2039-08-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866AW8<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3777.28      | 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        |     56000 | PA      | $38858.60     | 0.01%             | 2049-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY                                                                  | Hershey Co/The                                                                  | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $37713.08     | 0.01%             | 2050-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                       | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     85000 | PA      | $92972.64     | 0.02%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                       | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115181.52    | 0.02%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                        | Hess Corp                                                                       | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57341.16     | 0.01%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                           | HP Inc                                                                          | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97446.17     | 0.02%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    135000 | PA      | $139570.31    | 0.02%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                                                 | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130886.39    | 0.02%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HOAG MEMORIAL HOSPITAL                                                           | Hoag Memorial Hospital Presbyterian                                             | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15572.72     | 0.00%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    294000 | PA      | $321269.02    | 0.05%             | 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        |     61000 | PA      | $63393.70     | 0.01%             | 2040-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    102000 | PA      | $110201.58    | 0.02%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    110000 | PA      | $96646.69     | 0.02%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66296.99     | 0.01%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97333.02     | 0.02%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    185000 | PA      | $159325.54    | 0.03%             | 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        |     80000 | PA      | $57038.50     | 0.01%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    132000 | PA      | $106533.35    | 0.02%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    115000 | PA      | $100952.10    | 0.02%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    130000 | PA      | $90351.92     | 0.02%             | 2049-12-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    110000 | PA      | $91048.51     | 0.02%             | 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        |    175000 | PA      | $126323.35    | 0.02%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $58517.77     | 0.01%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     80000 | PA      | $50393.16     | 0.01%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    175000 | PA      | $130486.89    | 0.02%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107094.29    | 0.02%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | Home Depot Inc/The                                                              | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126894.69    | 0.02%             | 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        |     25000 | PA      | $24440.46     | 0.00%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69803.80     | 0.01%             | 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        |     25000 | PA      | $26817.72     | 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        |     90000 | PA      | $93638.46     | 0.02%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     95000 | PA      | $76098.29     | 0.01%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CA2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    105000 | PA      | $69545.40     | 0.01%             | 2050-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111274.69    | 0.02%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                                          | Honeywell International Inc                                                     | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43925.00     | 0.01%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HONG KONG                                                                        | Hong Kong Government International Bond                                         | CUSIP: 43858AAJ9<br>LEI: 549300DSMAD69T7GGN13 | Long             | DBT              | NUSS              | HK        |    200000 | PA      | $216721.64    | 0.04%             | 2053-01-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                                | Hormel Foods Corp                                                               | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     65000 | PA      | $43906.27     | 0.01%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HOWARD UNIVERSITY                                                                | Howard University                                                               | CUSIP: 442851BH3<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17490.51     | 0.00%             | 2052-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     46000 | PA      | $40097.85     | 0.01%             | 2042-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80248.53     | 0.01%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51610.76     | 0.01%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     65000 | PA      | $49025.54     | 0.01%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69388.02     | 0.01%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71759.65     | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | Humana Inc                                                                      | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14897.38     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                                           | Hungary Government International Bonds                                          | CUSIP: 445545AF3<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $236031.66    | 0.04%             | 2041-03-29      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                             | IBM International Capital Pte Ltd                                               | CUSIP: 449276AF1<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    120000 | PA      | $118020.24    | 0.02%             | 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        |    155000 | PA      | $147866.52    | 0.02%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBF9<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4191.06      | 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        |     25000 | PA      | $24933.89     | 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        |     40000 | PA      | $41241.10     | 0.01%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER CO                                                                   | Idaho Power Co                                                                  | CUSIP: 45138LBL6<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35688.06     | 0.01%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                          | Illinois Tool Works Inc                                                         | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     56000 | PA      | $54855.93     | 0.01%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                          | Illinois Tool Works Inc                                                         | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    135000 | PA      | $115533.42    | 0.02%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE                                                           | Indian Railway Finance Corp Ltd                                                 | CUSIP: 45434M2B7<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $159336.28    | 0.03%             | 2050-02-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     71000 | PA      | $62189.19     | 0.01%             | 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        |     15000 | PA      | $11509.64     | 0.00%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                                                           | Indiana Michigan Power Co                                                       | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28646.51     | 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        |     20000 | PA      | $13641.43     | 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        |     70000 | PA      | $70675.94     | 0.01%             | 2053-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                                                          | Indiana University Health Inc Obligated Group                                   | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $40914.55     | 0.01%             | 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        |     30000 | PA      | $19484.59     | 0.00%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                                                         | Indianapolis Power & Light Co                                                   | CUSIP: 455434BT6<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8080.79      | 0.00%             | 2046-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                                                         | Indianapolis Power & Light Co                                                   | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35108.11     | 0.01%             | 2054-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CE4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $174077.30    | 0.03%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $153614.86    | 0.03%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780CR5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $147664.38    | 0.02%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CT1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $165983.08    | 0.03%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 455780CW4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $134967.12    | 0.02%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DS2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $204695.72    | 0.03%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 455780DV5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $193851.14    | 0.03%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                              | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45460.20     | 0.01%             | 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        |     20000 | PA      | $18385.12     | 0.00%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                                                               | Trane Technologies Financing Ltd                                                | CUSIP: 456873AF5<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     15000 | PA      | $13117.74     | 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        |     70000 | PA      | $74051.90     | 0.01%             | 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        |     55000 | PA      | $47077.86     | 0.01%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                               | Ingersoll Rand Inc                                                              | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30510.54     | 0.01%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                                                    | Ingredion Inc                                                                   | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34158.33     | 0.01%             | 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        |     25000 | PA      | $20310.51     | 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        |     90000 | PA      | $81116.70     | 0.01%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57868.73     | 0.01%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52814.59     | 0.01%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    146000 | PA      | $114303.70    | 0.02%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $85065.46     | 0.01%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    195000 | PA      | $142597.42    | 0.02%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    190000 | PA      | $124973.07    | 0.02%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     90000 | PA      | $52729.35     | 0.01%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72549.17     | 0.01%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    220000 | PA      | $185508.46    | 0.03%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BN9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     80000 | PA      | $67112.39     | 0.01%             | 2060-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     85000 | PA      | $60367.68     | 0.01%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    155000 | PA      | $97779.10     | 0.02%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     75000 | PA      | $44554.99     | 0.01%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    185000 | PA      | $158289.23    | 0.03%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     90000 | PA      | $75740.36     | 0.01%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54169.71     | 0.01%             | 2043-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    185000 | PA      | $177492.97    | 0.03%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116032.76    | 0.02%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                       | Intel Corp                                                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90503.37     | 0.02%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTER-AMERICAN DEVEL BK                                                          | Inter-American Development Bank                                                 | CUSIP: 4581X0BT4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | XX        |    110000 | PA      | $100082.23    | 0.02%             | 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        |     50000 | PA      | $41494.57     | 0.01%             | 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        |     50000 | PA      | $47843.44     | 0.01%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL                                                         | Integris Baptist Medical Center Inc                                             | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |     55000 | PA      | $40791.72     | 0.01%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     90000 | PA      | $76034.95     | 0.01%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    187000 | PA      | $125176.29    | 0.02%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30036.30     | 0.01%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    125000 | PA      | $76637.37     | 0.01%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $162575.45    | 0.03%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                                         | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112884.63    | 0.02%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200AP6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $30084.77     | 0.01%             | 2096-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31516.10     | 0.01%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    145000 | PA      | $123899.52    | 0.02%             | 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        |    100000 | PA      | $89841.07     | 0.02%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    185000 | PA      | $167280.11    | 0.03%             | 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        |    165000 | PA      | $136388.94    | 0.02%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    140000 | PA      | $106718.41    | 0.02%             | 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        |    125000 | PA      | $81700.54     | 0.01%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    105000 | PA      | $73992.41     | 0.01%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90283.75     | 0.02%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                                                         | International Business Machines Corp                                            | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101097.61    | 0.02%             | 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        |     50000 | PA      | $40787.47     | 0.01%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66979.47     | 0.01%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AR2<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     47000 | PA      | $36559.12     | 0.01%             | 2040-11-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                                                         | International Flavors & Fragrances Inc                                          | CUSIP: 459506AS0<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     60000 | PA      | $41767.95     | 0.01%             | 2050-12-01      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                          | CUSIP: 460146CF8<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5887.56      | 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        |     60000 | PA      | $62334.94     | 0.01%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                          | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67458.18     | 0.01%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                          | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41915.33     | 0.01%             | 2046-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                          | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     64000 | PA      | $53506.57     | 0.01%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                           | International Paper Co                                                          | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     62000 | PA      | $50892.34     | 0.01%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP COS                                                            | Interpublic Group of Cos Inc/The                                                | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17854.61     | 0.00%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32672.71     | 0.01%             | 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        |     20000 | PA      | $15270.06     | 0.00%             | 2046-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AR5<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7317.47      | 0.00%             | 2049-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9646.19      | 0.00%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                                         | Interstate Power and Light Co                                                   | CUSIP: 461070AY0<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49237.49     | 0.01%             | 2055-10-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     80000 | PA      | $68235.84     | 0.01%             | 2042-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HCB1<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    105000 | PA      | $125907.50    | 0.02%             | 2054-06-20      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | Intesa Sanpaolo SpA                                                             | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $248526.55    | 0.04%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                       | Intuit Inc                                                                      | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105483.80    | 0.02%             | 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        |     30000 | PA      | $29597.35     | 0.00%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 4651387N9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $178082.50    | 0.03%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $147780.76    | 0.02%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | State of Israel                                                                 | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $136447.34    | 0.02%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | Israel Government International Bond                                            | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $194907.52    | 0.03%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ITALY GOV'T INT BOND                                                             | Republic of Italy Government International Bond                                 | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    285000 | PA      | $221063.36    | 0.04%             | 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        |    230000 | PA      | $172497.72    | 0.03%             | 2051-05-06      | Fixed         | 3.88%                 | 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        |    100000 | PA      | $78854.25     | 0.01%             | 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: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    150000 | PA      | $156921.96    | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    173000 | PA      | $198244.28    | 0.03%             | 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        |    146000 | PA      | $154277.83    | 0.03%             | 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        |     90000 | PA      | $94985.46     | 0.02%             | 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        |    145000 | PA      | $151005.87    | 0.03%             | 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        |    115000 | PA      | $110583.13    | 0.02%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110346.13    | 0.02%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    210000 | PA      | $181759.90    | 0.03%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    272000 | PA      | $247515.04    | 0.04%             | 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        |     75000 | PA      | $62603.29     | 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        |    310000 | PA      | $254980.27    | 0.04%             | 2048-11-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    145000 | PA      | $117889.48    | 0.02%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    160000 | PA      | $127494.45    | 0.02%             | 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        |    236000 | PA      | $164007.79    | 0.03%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    202000 | PA      | $147528.41    | 0.02%             | 2041-11-19      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    220000 | PA      | $172961.31    | 0.03%             | 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        |    340000 | PA      | $246154.97    | 0.04%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258093.75    | 0.04%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                                  | JAB Holdings BV                                                                 | CUSIP: 46653KAB4<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |     35000 | PA      | $24256.50     | 0.00%             | 2051-05-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JAB HOLDINGS BV                                                                  | JAB Holdings BV                                                                 | CUSIP: 46653KAC2<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      5000 | PA      | $3939.09      | 0.00%             | 2052-04-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                            | Jackson Financial Inc                                                           | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     60000 | PA      | $42465.57     | 0.01%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jamaica Government International Bonds                                           | Jamaica Government International Bonds                                          | CUSIP: 470160CB6<br>LEI: 529900Y93KNSXZI8KK56 | Long             | DBT              | NUSS              | JM        |    200000 | PA      | $239913.34    | 0.04%             | 2045-07-28      | Fixed         | 7.88%                 | 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        |     60000 | PA      | $62146.07     | 0.01%             | 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        |    125000 | PA      | $128095.96    | 0.02%             | 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        |    125000 | PA      | $126728.39    | 0.02%             | 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        |    115000 | PA      | $117318.09    | 0.02%             | 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: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     85000 | PA      | $96554.22     | 0.02%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42478.95     | 0.01%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                          | Jefferies Financial Group Inc                                                   | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26321.13     | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | 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        |      7686 | PA      | $7522.10      | 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        |     35000 | PA      | $28620.33     | 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        |     60000 | PA      | $49576.64     | 0.01%             | 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        |     40000 | PA      | $23794.57     | 0.00%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56314.49     | 0.01%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     75000 | PA      | $83394.62     | 0.01%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49016.02     | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30025.51     | 0.01%             | 2041-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37685.53     | 0.01%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111262.65    | 0.02%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    205000 | PA      | $169308.24    | 0.03%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    167000 | PA      | $152999.45    | 0.03%             | 2037-03-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    105000 | PA      | $86384.03     | 0.01%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106754.52    | 0.02%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     48000 | PA      | $37750.03     | 0.01%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    110000 | PA      | $78586.83     | 0.01%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     70000 | PA      | $42336.36     | 0.01%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     85000 | PA      | $48390.59     | 0.01%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                                                                | Johnson & Johnson                                                               | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51149.48     | 0.01%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JOHNSON (S.C.) & SON INC                                                         | SC Johnson & Son Inc                                                            | CUSIP: 478165AG8<br>LEI: PH5ZFDENRYXEVLP50443 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48089.89     | 0.01%             | 2040-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| JOHNSON (S.C.) & SON INC                                                         | SC Johnson & Son Inc                                                            | CUSIP: 478165AH6<br>LEI: PH5ZFDENRYXEVLP50443 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35941.01     | 0.01%             | 2046-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                                                         | Johnson Controls International plc                                              | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     60000 | PA      | $65809.23     | 0.01%             | 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        |     30000 | PA      | $26950.23     | 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        |     28000 | PA      | $24599.66     | 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        |     75000 | PA      | $65639.04     | 0.01%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                                              | JPMorgan Chase & Co                                                             | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169743.46    | 0.03%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                                             | Juniper Networks Inc                                                            | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31130.59     | 0.01%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46907.63     | 0.01%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     80000 | PA      | $56979.90     | 0.01%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129912.10    | 0.02%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                         | KLA Corp                                                                        | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57324.75     | 0.01%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FIN CO II                                                              | KKR Group Finance Co II LLC                                                     | CUSIP: 48249DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $64108.31     | 0.01%             | 2043-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| KKR GROUP FINANCE CO III                                                         | KKR Group Finance Co III LLC                                                    | CUSIP: 48250AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $56749.19     | 0.01%             | 2044-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO VII                                                         | KKR Group Finance Co VII LLC                                                    | CUSIP: 48252DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65000 | PA      | $47214.26     | 0.01%             | 2050-02-25      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINAN CO VIII                                                          | KKR Group Finance Co VIII LLC                                                   | CUSIP: 48252MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $60517.82     | 0.01%             | 2050-08-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FIN CO X LLC                                                           | KKR Group Finance Co X LLC                                                      | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $60594.26     | 0.01%             | 2051-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72010.66     | 0.01%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                                         | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    124000 | PA      | $105267.73    | 0.02%             | 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        |    120000 | PA      | $85974.87     | 0.01%             | 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        |    135000 | PA      | $101553.87    | 0.02%             | 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        |    125000 | PA      | $83912.08     | 0.01%             | 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        |     40000 | PA      | $39882.98     | 0.01%             | 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        |     35000 | PA      | $28996.23     | 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        |     25000 | PA      | $20800.61     | 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        |     45000 | PA      | $36401.48     | 0.01%             | 2049-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48791.22     | 0.01%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                        | Kellanova                                                                       | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35380.17     | 0.01%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39983.38     | 0.01%             | 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        |     70000 | PA      | $60430.34     | 0.01%             | 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        |     80000 | PA      | $56172.85     | 0.01%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                            | Kentucky Utilities Co                                                           | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66965.17     | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72679.84     | 0.01%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139342.40    | 0.02%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| KENVUE INC                                                                       | Kenvue Inc                                                                      | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64782.26     | 0.01%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAD2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40524.42     | 0.01%             | 2048-05-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     80000 | PA      | $58920.51     | 0.01%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     55000 | PA      | $37152.36     | 0.01%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     95000 | PA      | $78020.73     | 0.01%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                                            | KeySpan Gas East Corp                                                           | CUSIP: 49338CAA1<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65478.77     | 0.01%             | 2041-04-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORP                                                            | KeySpan Gas East Corp                                                           | CUSIP: 49338CAC7<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |     55000 | PA      | $37590.67     | 0.01%             | 2052-01-18      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                 | Kilroy Realty LP                                                                | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |     45000 | PA      | $46790.37     | 0.01%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    105000 | PA      | $122665.27    | 0.02%             | 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        |     30000 | PA      | $30442.70     | 0.01%             | 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        |     65000 | PA      | $47388.39     | 0.01%             | 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        |     60000 | PA      | $48202.74     | 0.01%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                                                              | Kimberly-Clark Corp                                                             | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19995.41     | 0.00%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     25000 | PA      | $21331.36     | 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        |     60000 | PA      | $50000.93     | 0.01%             | 2046-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60620.09     | 0.01%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     10000 | PA      | $7555.37      | 0.00%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                              | Kimco Realty OP LLC                                                             | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     50000 | PA      | $51512.42     | 0.01%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27440.52     | 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        |     75000 | PA      | $85320.34     | 0.01%             | 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        |     75000 | PA      | $82119.26     | 0.01%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49289.52     | 0.01%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     70000 | PA      | $75082.85     | 0.01%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29950.53     | 0.01%             | 2041-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69853.97     | 0.01%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73719.28     | 0.01%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68157.60     | 0.01%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                          | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62315.12     | 0.01%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170858.80    | 0.03%             | 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        |     90000 | PA      | $82137.01     | 0.01%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74086.47     | 0.01%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23341.72     | 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        |    120000 | PA      | $85449.35     | 0.01%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80320.93     | 0.01%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | Kinder Morgan Inc                                                               | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60825.92     | 0.01%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                                                               | Kohl's Corp                                                                     | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     45000 | PA      | $32272.97     | 0.01%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KONINKLIJKE PHILIPS NV                                                           | Koninklijke Philips NV                                                          | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     55000 | PA      | $62296.69     | 0.01%             | 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        |     45000 | PA      | $42552.65     | 0.01%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KOREA                                                                | Korea International Bond                                                        | CUSIP: 50064FAN4<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $171921.01    | 0.03%             | 2048-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KFW                                                                              | Kreditanstalt fuer Wiederaufbau                                                 | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    315000 | PA      | $194694.82    | 0.03%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106566.19    | 0.02%             | 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        |     55000 | PA      | $59728.56     | 0.01%             | 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        |     75000 | PA      | $84197.89     | 0.01%             | 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        |    290000 | PA      | $243748.76    | 0.04%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    140000 | PA      | $130312.01    | 0.02%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     36000 | PA      | $32990.55     | 0.01%             | 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        |    145000 | PA      | $127232.44    | 0.02%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                             | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80589.58     | 0.01%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     56000 | PA      | $64886.51     | 0.01%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20273.84     | 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        |     30000 | PA      | $28405.13     | 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        |     45000 | PA      | $42840.83     | 0.01%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43202.23     | 0.01%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     95000 | PA      | $81344.97     | 0.01%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39357.29     | 0.01%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     55000 | PA      | $53243.85     | 0.01%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     65000 | PA      | $50775.92     | 0.01%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                        | Kroger Co/The                                                                   | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    205000 | PA      | $199845.86    | 0.03%             | 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        |    140000 | PA      | $136185.71    | 0.02%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                             | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31792.51     | 0.01%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                            | Bath & Body Works Inc                                                           | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85265.79     | 0.01%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                            | Bath & Body Works Inc                                                           | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64430.66     | 0.01%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LBJ INFRASTRUCTURE GROUP                                                         | LBJ Infrastructure Group LLC                                                    | CUSIP: 50203UAA1<br>LEI: 254900DEJSU2OQFZWQ97 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24657.15     | 0.00%             | 2057-12-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50366.65     | 0.01%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                                                | L3Harris Technologies Inc                                                       | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54846.45     | 0.01%             | 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        |     75000 | PA      | $65968.90     | 0.01%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                                                              | LYB International Finance BV                                                    | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |     98000 | PA      | $82402.59     | 0.01%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     95000 | PA      | $69706.61     | 0.01%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     90000 | PA      | $65549.31     | 0.01%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     70000 | PA      | $51656.44     | 0.01%             | 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        |    100000 | PA      | $65715.24     | 0.01%             | 2051-04-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                                                              | LYB International Finance III LLC                                               | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     60000 | PA      | $38153.21     | 0.01%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                                          | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     93000 | PA      | $84053.50     | 0.01%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                               | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     75000 | PA      | $69893.84     | 0.01%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                                | Lam Research Corp                                                               | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     60000 | PA      | $39860.26     | 0.01%             | 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        |     40000 | PA      | $25626.53     | 0.00%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68479.00     | 0.01%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                        | Lear Corp                                                                       | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17059.94     | 0.00%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                                                              | Leggett & Platt Inc                                                             | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32479.25     | 0.01%             | 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        |     85000 | PA      | $85334.15     | 0.01%             | 2044-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                         | Liberty Mutual Group Inc                                                        | CUSIP: 53079EAN4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57328.40     | 0.01%             | 2037-03-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                         | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    195000 | PA      | $147502.92    | 0.02%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                         | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBK9<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     80000 | PA      | $56603.61     | 0.01%             | 2060-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                         | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBL7<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     85000 | PA      | $54883.05     | 0.01%             | 2061-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                         | Liberty Mutual Group Inc                                                        | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75745.05     | 0.01%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BA5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49240.94     | 0.01%             | 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        |     35000 | PA      | $28612.85     | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BR8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33194.08     | 0.01%             | 2047-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82113.57     | 0.01%             | 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        |     55000 | PA      | $44352.76     | 0.01%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $70972.81     | 0.01%             | 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        |     90000 | PA      | $50661.62     | 0.01%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112475.31    | 0.02%             | 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        |     60000 | PA      | $55791.63     | 0.01%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152400.60    | 0.03%             | 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        |    150000 | PA      | $142055.54    | 0.02%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110541.52    | 0.02%             | 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        |     75000 | PA      | $72270.57     | 0.01%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97502.07     | 0.02%             | 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        |     95000 | PA      | $97476.48     | 0.02%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                                                   | Eli Lilly & Co                                                                  | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67121.81     | 0.01%             | 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        |     95000 | PA      | $98293.67     | 0.02%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                                            | Bath & Body Works Inc                                                           | CUSIP: 532716AN7<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24879.53     | 0.00%             | 2037-07-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     55000 | PA      | $62344.65     | 0.01%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                                                            | Lincoln National Corp                                                           | CUSIP: 534187BG3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     27000 | PA      | $21821.45     | 0.00%             | 2048-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $191322.50    | 0.03%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $170838.22    | 0.03%             | 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        |     20000 | PA      | $15034.52     | 0.00%             | 2046-12-14      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56053.03     | 0.01%             | 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        |     55000 | PA      | $59439.01     | 0.01%             | 2040-06-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    160000 | PA      | $138874.30    | 0.02%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    115000 | PA      | $93853.74     | 0.02%             | 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        |     75000 | PA      | $74064.80     | 0.01%             | 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        |    147000 | PA      | $135028.42    | 0.02%             | 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        |    137000 | PA      | $111048.40    | 0.02%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $84337.45     | 0.01%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    115000 | PA      | $93703.32     | 0.02%             | 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        |     60000 | PA      | $48517.78     | 0.01%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128965.94    | 0.02%             | 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        |     50000 | PA      | $52734.61     | 0.01%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71995.67     | 0.01%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                             | Lockheed Martin Corp                                                            | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9460.55      | 0.00%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LOEWS CORP                                                                       | Loews Corp                                                                      | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56058.27     | 0.01%             | 2043-05-15      | Fixed         | 4.13%                 | 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        |    200000 | PA      | $225774.57    | 0.04%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 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        |     50000 | PA      | $60005.13     | 0.01%             | 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: 54627RAT7<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    210000 | PA      | $217371.96    | 0.04%             | 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        |     40000 | PA      | $33029.99     | 0.01%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                                                            | Louisville Gas and Electric Co                                                  | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82195.13     | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54879.55     | 0.01%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     63000 | PA      | $53531.96     | 0.01%             | 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        |    138000 | PA      | $105695.93    | 0.02%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    115000 | PA      | $92323.31     | 0.02%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34157.32     | 0.01%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34242.52     | 0.01%             | 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        |     70000 | PA      | $64861.85     | 0.01%             | 2050-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    195000 | PA      | $126005.07    | 0.02%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17739.17     | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    133000 | PA      | $96548.90     | 0.02%             | 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        |     80000 | PA      | $63749.30     | 0.01%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    165000 | PA      | $132172.27    | 0.02%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128426.42    | 0.02%             | 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        |     90000 | PA      | $89594.33     | 0.02%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60118.03     | 0.01%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                   | Lowe's Cos Inc                                                                  | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45179.65     | 0.01%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL IND NV                                                            | LyondellBasell Industries NV                                                    | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |     91000 | PA      | $70059.51     | 0.01%             | 2055-02-26      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                 | Sekisui House US Inc                                                            | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51583.14     | 0.01%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MDC HOLDINGS INC                                                                 | Sekisui House US Inc                                                            | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     15000 | PA      | $10282.38     | 0.00%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    115000 | PA      | $103440.49    | 0.02%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    165000 | PA      | $151372.22    | 0.03%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    155000 | PA      | $130115.68    | 0.02%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29130.86     | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    152000 | PA      | $141039.72    | 0.02%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54085.40     | 0.01%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102315.44    | 0.02%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56331.73     | 0.01%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73462.20     | 0.01%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                                                                         | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85911.20     | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                         | MSCI Inc                                                                        | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49890.26     | 0.01%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                          | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAG2<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24748.01     | 0.00%             | 2042-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                                                          | Macy's Retail Holdings LLC                                                      | CUSIP: 55616XAJ6<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18016.08     | 0.00%             | 2043-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    102000 | PA      | $76538.43     | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                                         | Warnermedia Holdings Inc                                                        | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    420000 | PA      | $336000.00    | 0.06%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                          | Manulife Financial Corp                                                         | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $80162.35     | 0.01%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    120000 | PA      | $128882.95    | 0.02%             | 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        |     80000 | PA      | $69493.98     | 0.01%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25561.07     | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                          | Marathon Petroleum Corp                                                         | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44721.00     | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36248.41     | 0.01%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16427.60     | 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        |     60000 | PA      | $53978.67     | 0.01%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     51000 | PA      | $40059.00     | 0.01%             | 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        |     65000 | PA      | $44872.96     | 0.01%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                 | Markel Group Inc                                                                | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66808.83     | 0.01%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARKS & SPENCER PLC                                                              | Marks & Spencer PLC                                                             | CUSIP: 57069PAA0<br>LEI: 213800CN1RI3UCIZWB95 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $38813.63     | 0.01%             | 2037-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                         | Mars Inc                                                                        | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97710.87     | 0.02%             | 2039-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                         | Mars Inc                                                                        | CUSIP: 571676AE5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42415.86     | 0.01%             | 2044-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                         | Mars Inc                                                                        | CUSIP: 571676AF2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     85000 | PA      | $68286.20     | 0.01%             | 2049-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                         | Mars Inc                                                                        | CUSIP: 571676AG0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     53000 | PA      | $42451.94     | 0.01%             | 2054-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                         | Mars Inc                                                                        | CUSIP: 571676AH8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     85000 | PA      | $68001.59     | 0.01%             | 2059-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                         | Mars Inc                                                                        | CUSIP: 571676AN5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     80000 | PA      | $58166.76     | 0.01%             | 2040-07-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                         | Mars Inc                                                                        | CUSIP: 571676AQ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30027.48     | 0.01%             | 2050-07-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                         | Mars Inc                                                                        | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281354.66    | 0.05%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                         | Mars Inc                                                                        | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    455000 | PA      | $464257.31    | 0.08%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                         | Mars Inc                                                                        | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87276.58     | 0.01%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47362.69     | 0.01%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33535.86     | 0.01%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58400.57     | 0.01%             | 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        |    140000 | PA      | $128399.11    | 0.02%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $25823.70     | 0.00%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49491.17     | 0.01%             | 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        |     70000 | PA      | $68905.45     | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46004.88     | 0.01%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58981.90     | 0.01%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                                         | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176066.86    | 0.03%             | 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        |     50000 | PA      | $49508.19     | 0.01%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                           | Marriott International Inc/MD                                                   | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103339.16    | 0.02%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50468.01     | 0.01%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    125000 | PA      | $85677.69     | 0.01%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                                                         | Martin Marietta Materials Inc                                                   | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49656.74     | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MARYLAND ST HLTH & HGR EDUCTNL FACS AUTH REVENUE                                | CUSIP: 57421CAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     50000 | PA      | $39135.43     | 0.01%             | 2040-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     42000 | PA      | $36210.36     | 0.01%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                       | Masco Corp                                                                      | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23407.07     | 0.00%             | 2051-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ELECTRIC                                                           | Massachusetts Electric Co                                                       | CUSIP: 575634AS9<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79392.77     | 0.01%             | 2039-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ELECTRIC                                                           | Massachusetts Electric Co                                                       | CUSIP: 575634AT7<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16202.86     | 0.00%             | 2046-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ELECTRIC                                                           | Massachusetts Electric Co                                                       | CUSIP: 575634AV2<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50667.81     | 0.01%             | 2054-02-26      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     65000 | PA      | $66140.54     | 0.01%             | 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        |     30000 | PA      | $25714.78     | 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        |     30000 | PA      | $28042.55     | 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        |     15000 | PA      | $10758.02     | 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        |     80000 | PA      | $55559.18     | 0.01%             | 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        |     55000 | PA      | $32122.37     | 0.01%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: —       |
| MASS INSTITUTE OF TECH                                                           | Massachusetts Institute of Technology                                           | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34659.66     | 0.01%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                                          | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41633.90     | 0.01%             | 2077-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                                          | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AM0<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18312.06     | 0.00%             | 2069-02-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                                          | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AN8<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     76000 | PA      | $50201.76     | 0.01%             | 2070-10-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                                          | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AQ1<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     45000 | PA      | $30964.21     | 0.01%             | 2050-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                                          | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AR9<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     40000 | PA      | $24566.70     | 0.00%             | 2061-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                                          | Massachusetts Mutual Life Insurance Co                                          | CUSIP: 575767AT5<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88147.93     | 0.01%             | 2052-12-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST                                                                | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    200000 | PA      | $207366.87    | 0.03%             | 2039-12-01      | Fixed         | 5.46%                 | 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        |     50000 | PA      | $52654.14     | 0.01%             | 2039-08-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                        | MASSACHUSETTS ST TRANSPRTN FUND REVENUE                                         | CUSIP: 57604TAD8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     25000 | PA      | $26217.52     | 0.00%             | 2040-06-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44962.47     | 0.01%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28895.00     | 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        |     95000 | PA      | $73814.35     | 0.01%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    155000 | PA      | $124239.20    | 0.02%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                   | Mastercard Inc                                                                  | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     60000 | PA      | $40265.57     | 0.01%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                                                       | Mattel Inc                                                                      | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33480.03     | 0.01%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                                                      | Mayo Clinic                                                                     | CUSIP: 578454AB6<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29027.06     | 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        |     35000 | PA      | $28587.41     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| MAYO CLINIC                                                                      | Mayo Clinic                                                                     | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24774.94     | 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        |     65000 | PA      | $42991.03     | 0.01%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                                                   | McCormick & Co Inc/MD                                                           | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     41000 | PA      | $33877.85     | 0.01%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     90000 | PA      | $100718.34    | 0.02%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $83795.38     | 0.01%             | 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        |     30000 | PA      | $32075.39     | 0.01%             | 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        |     35000 | PA      | $34176.35     | 0.01%             | 2040-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41296.05     | 0.01%             | 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        |     60000 | PA      | $48340.41     | 0.01%             | 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        |     55000 | PA      | $49311.64     | 0.01%             | 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        |     64000 | PA      | $64108.20     | 0.01%             | 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        |    180000 | PA      | $167227.79    | 0.03%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86654.64     | 0.01%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     80000 | PA      | $68951.53     | 0.01%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    130000 | PA      | $97415.73     | 0.02%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57584.01     | 0.01%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70926.59     | 0.01%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                  | McDonald's Corp                                                                 | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79191.34     | 0.01%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MCLAREN HEALTH CARE CORP                                                         | McLaren Health Care Corp                                                        | CUSIP: 581760AV7<br>LEI: 549300OY1YHQK68ZQX37 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43069.74     | 0.01%             | 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        |     25000 | PA      | $27128.13     | 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        |     55000 | PA      | $49632.15     | 0.01%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                    | Medtronic Inc                                                                   | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    184000 | PA      | $170186.30    | 0.03%             | 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        |     40000 | PA      | $30140.31     | 0.01%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MEMORIAL HEALTH SERVICES                                                         | Memorial Health Services                                                        | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29177.99     | 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        |     40000 | PA      | $39106.05     | 0.01%             | 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        |     45000 | PA      | $36988.11     | 0.01%             | 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        |      5000 | PA      | $4192.29      | 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        |     50000 | PA      | $33812.29     | 0.01%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| MERCK SHARP & DOHME CORP                                                         | Merck Sharp & Dohme Corp                                                        | CUSIP: 589331AM9<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |     45000 | PA      | $49198.72     | 0.01%             | 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        |     75000 | PA      | $61573.58     | 0.01%             | 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        |    125000 | PA      | $109526.10    | 0.02%             | 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        |    195000 | PA      | $158144.68    | 0.03%             | 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        |     90000 | PA      | $81379.76     | 0.01%             | 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        |    160000 | PA      | $131303.96    | 0.02%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    110000 | PA      | $80408.57     | 0.01%             | 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        |    145000 | PA      | $87435.99     | 0.01%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    135000 | PA      | $85851.13     | 0.01%             | 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        |    165000 | PA      | $99082.86     | 0.02%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43002.57     | 0.01%             | 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        |    145000 | PA      | $137104.39    | 0.02%             | 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        |     70000 | PA      | $66173.42     | 0.01%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88116.05     | 0.01%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                             | Bank of America Corp                                                            | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    120000 | PA      | $130566.14    | 0.02%             | 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        |    175000 | PA      | $214924.32    | 0.04%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                                                                    | Methanex Corp                                                                   | CUSIP: 59151KAJ7<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $30718.57     | 0.01%             | 2044-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| METHODIST HOSPITAL/THE                                                           | Methodist Hospital/The                                                          | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9488.93      | 0.00%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| METLIFE CAPITAL TRUST IV                                                         | MetLife Capital Trust IV                                                        | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $33358.32     | 0.01%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136533.04    | 0.02%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     31000 | PA      | $41275.67     | 0.01%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105769.30    | 0.02%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    101000 | PA      | $86839.66     | 0.01%             | 2042-08-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    116000 | PA      | $108729.62    | 0.02%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68742.90     | 0.01%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83368.02     | 0.01%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86005.82     | 0.01%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111327.99    | 0.02%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | MetLife Inc                                                                     | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115997.42    | 0.02%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County Convention Center Auth    | MET GOVT NASHVILLE & DAVIDSON CNTY TN CONVENTION CENTER AUTH                    | CUSIP: 592125AM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     40000 | PA      | $43309.43     | 0.01%             | 2043-07-01      | Fixed         | 6.73%                 | 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        |    130000 | PA      | $155520.11    | 0.03%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH NY REVENUE                                                   | CUSIP: 59261A6J1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    100000 | PA      | $112962.17    | 0.02%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                         | MIAMI-DADE CNTY FL AVIATION REVENUE                                             | CUSIP: 59333P3W6<br>LEI: 549300QG0NBD9HULR263 | Long             | DBT              | MUN               | US        |     50000 | PA      | $46762.60     | 0.01%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV REVENUES                                                       | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $74771.12     | 0.01%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918AD6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21290.24     | 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        |     90000 | PA      | $88997.61     | 0.01%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918AM6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58683.28     | 0.01%             | 2041-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54011.83     | 0.01%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BD5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55344.35     | 0.01%             | 2045-02-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BE3<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36964.94     | 0.01%             | 2055-02-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BL7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142030.87    | 0.02%             | 2045-11-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    175000 | PA      | $161858.18    | 0.03%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82211.77     | 0.01%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20267.93     | 0.00%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93339.87     | 0.02%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CA0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    130000 | PA      | $118371.11    | 0.02%             | 2047-02-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CB8<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36569.40     | 0.01%             | 2057-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    584000 | PA      | $370031.74    | 0.06%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    299000 | PA      | $177954.25    | 0.03%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    570000 | PA      | $386442.00    | 0.06%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    177000 | PA      | $114558.31    | 0.02%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CU6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73467.99     | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                   | Microsoft Corp                                                                  | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    170000 | PA      | $106770.30    | 0.02%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | Micron Technology Inc                                                           | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34740.52     | 0.01%             | 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        |     45000 | PA      | $31898.94     | 0.01%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                           | Mid-America Apartments LP                                                       | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |     30000 | PA      | $19147.52     | 0.00%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23202.64     | 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        |     45000 | PA      | $39531.85     | 0.01%             | 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        |      5000 | PA      | $4267.94      | 0.00%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24106.50     | 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        |     70000 | PA      | $53065.46     | 0.01%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $91726.10     | 0.02%             | 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        |     80000 | PA      | $55322.04     | 0.01%             | 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        |     45000 | PA      | $28158.11     | 0.00%             | 2052-08-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                            | MidAmerican Energy Co                                                           | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104790.65    | 0.02%             | 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        |     20000 | PA      | $19314.21     | 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        |     25000 | PA      | $24923.12     | 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        |     35000 | PA      | $38021.76     | 0.01%             | 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        |    156000 | PA      | $170585.11    | 0.03%             | 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        |     70000 | PA      | $76029.68     | 0.01%             | 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        |     35000 | PA      | $34078.29     | 0.01%             | 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        |     40000 | PA      | $28494.00     | 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        |     60000 | PA      | $52365.92     | 0.01%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                                                             | Mississippi Power Co                                                            | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33538.26     | 0.01%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MISSOURI ST HLTH & EDUCTNL FACS AUTH EDUCTNL FACS REVENUE                       | CUSIP: 60636AVL4<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    100000 | PA      | $72025.55     | 0.01%             | 2050-05-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     65000 | PA      | $62441.01     | 0.01%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     81000 | PA      | $76471.24     | 0.01%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                                                           | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $176675.03    | 0.03%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                                                            | Molson Coors Beverage Co                                                        | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102554.49    | 0.02%             | 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        |    164000 | PA      | $134286.39    | 0.02%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                                           | Mondelez International Inc                                                      | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    105000 | PA      | $63802.88     | 0.01%             | 2050-09-04      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                                             | Monongahela Power Co                                                            | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $69275.68     | 0.01%             | 2043-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                                                         | Montefiore Obligated Group                                                      | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $42220.93     | 0.01%             | 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        |     30000 | PA      | $21342.07     | 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        |     56000 | PA      | $54147.20     | 0.01%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22654.49     | 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        |     20000 | PA      | $13829.81     | 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        |     50000 | PA      | $36384.99     | 0.01%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     35000 | PA      | $22192.55     | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | Moody's Corp                                                                    | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45454.95     | 0.01%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    201000 | PA      | $205061.16    | 0.03%             | 2051-03-24      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $135962.48    | 0.02%             | 2052-01-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    215000 | PA      | $195611.31    | 0.03%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    127000 | PA      | $120254.78    | 0.02%             | 2039-04-22      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $202416.31    | 0.03%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    255000 | PA      | $224539.07    | 0.04%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293331.27    | 0.05%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    177000 | PA      | $200044.47    | 0.03%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | Morgan Stanley                                                                  | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157836.88    | 0.03%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45506.74     | 0.01%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                        | Mosaic Co/The                                                                   | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48643.58     | 0.01%             | 2043-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MOTIVA ENTERPRISES LLC                                                           | Motiva Enterprises LLC                                                          | CUSIP: 61980AAD5<br>LEI: UQZ4EDMHL4ZESPZY3752 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109072.17    | 0.02%             | 2040-01-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | Motorola Solutions Inc                                                          | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25584.05     | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | 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        |     20000 | PA      | $15237.62     | 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        |     89000 | PA      | $98147.01     | 0.02%             | 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        |     45000 | PA      | $49763.47     | 0.01%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| MURPHY OIL CORP                                                                  | Murphy Oil Corp                                                                 | CUSIP: 626717AG7<br>LEI: QBKYQD0ODE7DC7PDIN91 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34684.13     | 0.01%             | 2042-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MUTUAL OF OMAHA INS CO                                                           | Mutual of Omaha Insurance Co                                                    | CUSIP: 628312AE0<br>LEI: P2LER0UPV1DKOU8RO042 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36758.54     | 0.01%             | 2064-01-16      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                        | Mylan Inc                                                                       | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34476.19     | 0.01%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                        | Mylan Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61022.73     | 0.01%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                                                             | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |     85000 | PA      | $70385.92     | 0.01%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NGPL PIPECO LLC                                                                  | NGPL PipeCo LLC                                                                 | CUSIP: 62912XAC8<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |     53000 | PA      | $62013.87     | 0.01%             | 2037-12-15      | Fixed         | 7.77%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                   | NRG Energy Inc                                                                  | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228325.59    | 0.04%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                            | NYU Langone Hospitals                                                           | CUSIP: 62952EAB3<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5215.66      | 0.00%             | 2043-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                            | NYU Langone Hospitals                                                           | CUSIP: 62952EAC1<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23212.38     | 0.00%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                            | NYU Langone Hospitals                                                           | CUSIP: 62952EAE7<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62140.43     | 0.01%             | 2047-07-01      | Fixed         | 4.37%                 | 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        |     35000 | PA      | $25920.71     | 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        |     50000 | PA      | $33541.05     | 0.01%             | 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        |     95000 | PA      | $72506.17     | 0.01%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                            | NYU Langone Hospitals                                                           | CUSIP: 62954RAA4<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28124.56     | 0.00%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30830.91     | 0.01%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     60000 | PA      | $41925.49     | 0.01%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     85000 | PA      | $61021.28     | 0.01%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83545.72     | 0.01%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                       | Nasdaq Inc                                                                      | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41976.94     | 0.01%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                                          | NOV Inc                                                                         | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    109000 | PA      | $86478.16     | 0.01%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     30000 | PA      | $26735.17     | 0.00%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                     | NNN REIT Inc                                                                    | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     40000 | PA      | $26333.79     | 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        |     55000 | PA      | $39081.83     | 0.01%             | 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        |     45000 | PA      | $28624.37     | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                                         | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12912.43     | 0.00%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SER                                                         | Nationwide Financial Services Inc                                               | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30040.39     | 0.01%             | 2037-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SER                                                         | Nationwide Financial Services Inc                                               | CUSIP: 638612AL5<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38073.57     | 0.01%             | 2044-11-18      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SER                                                         | Nationwide Financial Services Inc                                               | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |    105000 | PA      | $81085.85     | 0.01%             | 2049-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE CHILDREN HOSP                                                         | Nationwide Children's Hospital Inc                                              | CUSIP: 63861UAA7<br>LEI: 549300P18KU1WR8JWZ05 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4423.40      | 0.00%             | 2052-11-01      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                                                         | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AK3<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |     70000 | PA      | $95013.42     | 0.02%             | 2039-08-15      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURA                                                         | Nationwide Mutual Insurance Co                                                  | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |    140000 | PA      | $111369.60    | 0.02%             | 2050-04-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                                                         | Nature Conservancy/The                                                          | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4021.19      | 0.00%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                                           | NBCUniversal Media LLC                                                          | CUSIP: 63946BAF7<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5507.39      | 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        |     80000 | PA      | $83260.69     | 0.01%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                                                           | NBCUniversal Media LLC                                                          | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60260.47     | 0.01%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                              | Nestle Holdings Inc                                                             | CUSIP: 641062AL8<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136641.50    | 0.02%             | 2038-09-24      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                              | Nestle Holdings Inc                                                             | CUSIP: 641062AN4<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16562.95     | 0.00%             | 2048-09-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                              | Nestle Holdings Inc                                                             | CUSIP: 641062AZ7<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $35164.40     | 0.01%             | 2051-09-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NESTLE HOLDINGS INC                                                              | Nestle Holdings Inc                                                             | CUSIP: 641062BE3<br>LEI: 549300EAEU8YV8MQXP30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137084.35    | 0.02%             | 2053-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | Netflix Inc                                                                     | CUSIP: 64110LBA3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39748.56     | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN GRP/FIN                                                         | Neuberger Berman Group LLC / Neuberger Berman Finance Corp                      | CUSIP: 64128XAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $52483.99     | 0.01%             | 2045-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423BU1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     35000 | PA      | $39983.56     | 0.01%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13342.87     | 0.00%             | 2050-08-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                  | Nevada Power Co                                                                 | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72959.64     | 0.01%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER CO                                                             | New England Power Co                                                            | CUSIP: 644188BF0<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |     44000 | PA      | $34345.58     | 0.01%             | 2047-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER CO                                                             | New England Power Co                                                            | CUSIP: 644188BG8<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12504.50     | 0.00%             | 2050-10-06      | Fixed         | 2.81%                 | 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        |    100000 | PA      | $112063.49    | 0.02%             | 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        |    150000 | PA      | $181512.22    | 0.03%             | 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        |    200000 | PA      | $233799.07    | 0.04%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                         | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63426.42     | 0.01%             | 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        |     15000 | PA      | $12015.58     | 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        |     65000 | PA      | $45894.14     | 0.01%             | 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        |     35000 | PA      | $24968.78     | 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        |     20000 | PA      | $11321.39     | 0.00%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: —       |
| NEW YORK LIFE INSURANCE                                                          | New York Life Insurance Co                                                      | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115391.29    | 0.02%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                                          | New York Life Insurance Co                                                      | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79485.34     | 0.01%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                                          | New York Life Insurance Co                                                      | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113152.59    | 0.02%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                                                                     | CUSIP: 64966H4K3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    200000 | PA      | $205909.79    | 0.03%             | 2037-10-01      | Fixed         | 5.52%                 | 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: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    200000 | PA      | $212292.37    | 0.04%             | 2042-06-15      | Fixed         | 6.01%                 | 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        |    250000 | PA      | $250308.97    | 0.04%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE                            | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    100000 | PA      | $104240.43    | 0.02%             | 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        |     45000 | PA      | $46670.28     | 0.01%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | Newell Brands Inc                                                               | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     48000 | PA      | $44529.50     | 0.01%             | 2036-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                                                                | Newell Brands Inc                                                               | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     72000 | PA      | $59278.02     | 0.01%             | 2046-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     62000 | PA      | $59856.24     | 0.01%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                     | Newmont Corp                                                                    | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45264.89     | 0.01%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                                                           | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $33237.14     | 0.01%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CNOOC PETROLEUM NORTH                                                            | CNOOC Petroleum North America ULC                                               | CUSIP: 65334HAG7<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $47697.61     | 0.01%             | 2037-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAU4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27310.27     | 0.00%             | 2057-09-29      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCA6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     75000 | PA      | $48442.93     | 0.01%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    120000 | PA      | $112983.83    | 0.02%             | 2053-02-28      | 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        |     75000 | PA      | $73417.31     | 0.01%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                           | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82419.99     | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                             | Niagara Mohawk Power Corp                                                       | CUSIP: 653522DV1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36124.37     | 0.01%             | 2055-07-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                             | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAE6<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21450.89     | 0.00%             | 2042-11-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                             | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAP1<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     55000 | PA      | $36018.81     | 0.01%             | 2050-06-27      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                             | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAS5<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60190.89     | 0.01%             | 2052-09-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NIAGARA MOHAWK POWER                                                             | Niagara Mohawk Power Corp                                                       | CUSIP: 65364UAU0<br>LEI: 3T97Y9RR5EN5Y18QHB56 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74353.91     | 0.01%             | 2054-01-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44466.04     | 0.01%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81855.88     | 0.01%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     55000 | PA      | $41234.01     | 0.01%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     95000 | PA      | $77477.16     | 0.01%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                         | NIKE Inc                                                                        | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    135000 | PA      | $98375.57     | 0.02%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                                                              | Nigeria Government International Bond                                           | CUSIP: 65412AFG2<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $212491.83    | 0.04%             | 2046-01-13      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45176.75     | 0.01%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101464.41    | 0.02%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47264.05     | 0.01%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9678.97      | 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        |     95000 | PA      | $86302.43     | 0.01%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69775.89     | 0.01%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    115000 | PA      | $97057.26     | 0.02%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NiSource Inc                                                                    | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     85000 | PA      | $67641.52     | 0.01%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                                                        | Nokia Oyj                                                                       | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     55000 | PA      | $59123.22     | 0.01%             | 2039-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NORDSTROM INC                                                                    | Nordstrom Inc                                                                   | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |    110000 | PA      | $82593.93     | 0.01%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     75000 | PA      | $71590.29     | 0.01%             | 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        |     55000 | PA      | $46501.94     | 0.01%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26476.26     | 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        |     50000 | PA      | $45032.27     | 0.01%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     95000 | PA      | $75541.63     | 0.01%             | 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        |     94000 | PA      | $75803.72     | 0.01%             | 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        |     70000 | PA      | $58110.71     | 0.01%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17745.05     | 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        |     45000 | PA      | $36746.72     | 0.01%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     45000 | PA      | $32366.27     | 0.01%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     95000 | PA      | $63918.16     | 0.01%             | 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        |     80000 | PA      | $52888.93     | 0.01%             | 2055-05-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24918.18     | 0.00%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $38689.94     | 0.01%             | 2051-08-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $44421.56     | 0.01%             | 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        |     85000 | PA      | $73427.83     | 0.01%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68195.71     | 0.01%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| NORFOLK SOUTHERN CORP                                                            | Norfolk Southern Corp                                                           | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47235.73     | 0.01%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX TOLLWAY AUTH REVENUE                                                       | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |     70000 | PA      | $79104.98     | 0.01%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| NORTHEASTERN UNIVERSITY                                                          | Northeastern University                                                         | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20655.40     | 0.00%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: —       |
| NORTHERN NATURAL GAS CO                                                          | Northern Natural Gas Co                                                         | CUSIP: 665501AL6<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69487.96     | 0.01%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS CO                                                          | Northern Natural Gas Co                                                         | CUSIP: 665501AM4<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $51112.20     | 0.01%             | 2051-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS CO                                                          | Northern Natural Gas Co                                                         | CUSIP: 665501AN2<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58938.13     | 0.01%             | 2054-02-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30697.95     | 0.01%             | 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        |     76000 | PA      | $60152.18     | 0.01%             | 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        |     60000 | PA      | $51323.56     | 0.01%             | 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        |     30000 | PA      | $25160.59     | 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        |     45000 | PA      | $35196.83     | 0.01%             | 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        |     75000 | PA      | $57552.21     | 0.01%             | 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        |     70000 | PA      | $47047.92     | 0.01%             | 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        |     63000 | PA      | $39386.16     | 0.01%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     55000 | PA      | $38725.09     | 0.01%             | 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        |     60000 | PA      | $52027.90     | 0.01%             | 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        |     50000 | PA      | $47332.78     | 0.01%             | 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        |     90000 | PA      | $89017.41     | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                                         | Northern States Power Co/MN                                                     | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40947.69     | 0.01%             | 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        |     75000 | PA      | $77093.59     | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39789.45     | 0.01%             | 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        |    108000 | PA      | $100721.31    | 0.02%             | 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        |     75000 | PA      | $61182.42     | 0.01%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    218000 | PA      | $178496.95    | 0.03%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55283.45     | 0.01%             | 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        |    100000 | PA      | $96431.06     | 0.02%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    105000 | PA      | $96537.60     | 0.02%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                            | Northrop Grumman Corp                                                           | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90734.38     | 0.02%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                                                         | Northwell Healthcare Inc                                                        | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     55000 | PA      | $43949.13     | 0.01%             | 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        |     85000 | PA      | $70833.97     | 0.01%             | 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        |     40000 | PA      | $30157.16     | 0.01%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                                         | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668131AA3<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    125000 | PA      | $134394.52    | 0.02%             | 2040-03-30      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                                         | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86708.32     | 0.01%             | 2047-09-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                                         | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668138AC4<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $105256.46    | 0.02%             | 2059-09-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                                         | Northwestern Mutual Life Insurance Co/The                                       | CUSIP: 668138AE0<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    115000 | PA      | $82188.46     | 0.01%             | 2051-03-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                          | Northwestern University                                                         | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87007.85     | 0.01%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                          | Northwestern University                                                         | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22279.68     | 0.00%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN UNIVERSITY                                                          | Northwestern University                                                         | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32079.79     | 0.01%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                                                                | Novant Health Inc                                                               | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56867.57     | 0.01%             | 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        |     85000 | PA      | $58291.58     | 0.01%             | 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        |     10000 | PA      | $6598.66      | 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        |     50000 | PA      | $42038.34     | 0.01%             | 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        |    162000 | PA      | $146987.45    | 0.02%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93516.00     | 0.02%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $85310.94     | 0.01%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63708.88     | 0.01%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                            | Novartis Capital Corp                                                           | CUSIP: 66989HBB3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24913.75     | 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        |     25000 | PA      | $24781.61     | 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        |     20000 | PA      | $20631.28     | 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        |     35000 | PA      | $30894.20     | 0.01%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAQ0<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     45000 | PA      | $30832.33     | 0.01%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                                                                | NSTAR Electric Co                                                               | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47490.66     | 0.01%             | 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        |     45000 | PA      | $41376.48     | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $67539.91     | 0.01%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     84000 | PA      | $53112.26     | 0.01%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                       | Nucor Corp                                                                      | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $61871.66     | 0.01%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     96000 | PA      | $82741.80     | 0.01%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    185000 | PA      | $141094.44    | 0.02%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                      | NVIDIA Corp                                                                     | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22840.81     | 0.00%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAF5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $63677.37     | 0.01%             | 2036-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     41000 | PA      | $41710.05     | 0.01%             | 2040-12-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAQ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26450.96     | 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        |     60000 | PA      | $55058.83     | 0.01%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $52407.51     | 0.01%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $22870.46     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $46569.59     | 0.01%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                      | Nutrien Ltd                                                                     | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $91717.85     | 0.02%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31812.23     | 0.01%             | 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        |     55000 | PA      | $41161.97     | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    155000 | PA      | $165508.49    | 0.03%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     35000 | PA      | $41520.66     | 0.01%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     74000 | PA      | $75783.69     | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57286.28     | 0.01%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                         | Occidental Petroleum Corp                                                       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116731.72    | 0.02%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     37000 | PA      | $39598.70     | 0.01%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                                            | Oglethorpe Power Corp                                                           | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45461.17     | 0.01%             | 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        |     25000 | PA      | $18141.53     | 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        |     55000 | PA      | $46509.05     | 0.01%             | 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        |     45000 | PA      | $47011.16     | 0.01%             | 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        |     35000 | PA      | $34770.84     | 0.01%             | 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        |     30000 | PA      | $30166.60     | 0.01%             | 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        |     55000 | PA      | $54897.76     | 0.01%             | 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        |     35000 | PA      | $40405.62     | 0.01%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55697.17     | 0.01%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                               | Ohio Power Co                                                                   | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23408.57     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV                                                                    | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    100000 | PA      | $99267.31     | 0.02%             | 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        |     75000 | PA      | $64759.17     | 0.01%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                                                  | OhioHealth Corp                                                                 | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34765.29     | 0.01%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                                                                  | OhioHealth Corp                                                                 | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3737.36      | 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        |     15000 | PA      | $12408.29     | 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        |     15000 | PA      | $11925.38     | 0.00%             | 2047-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                                                                  | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54772.58     | 0.01%             | 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        |     25000 | PA      | $25639.56     | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                        | CUSIP: 6789084E1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    175000 | PA      | $164008.41    | 0.03%             | 2052-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OKLAHOMA ST DEV FIN AUTH                                                        | CUSIP: 6789084G6<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |     85000 | PA      | $83411.20     | 0.01%             | 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        |     75000 | PA      | $55573.96     | 0.01%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OMERS FINANCE TRUST                                                              | OMERS Finance Trust                                                             | CUSIP: 682142AH7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |     55000 | PA      | $43481.12     | 0.01%             | 2052-04-19      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     30000 | PA      | $36392.76     | 0.01%             | 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        |     30000 | PA      | $30348.67     | 0.01%             | 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        |     50000 | PA      | $49553.80     | 0.01%             | 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        |     55000 | PA      | $50195.89     | 0.01%             | 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        |     70000 | PA      | $55911.94     | 0.01%             | 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        |     50000 | PA      | $39319.46     | 0.01%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36699.03     | 0.01%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     65000 | PA      | $50149.23     | 0.01%             | 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        |     90000 | PA      | $61060.96     | 0.01%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14938.64     | 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        |     15000 | PA      | $14513.26     | 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        |     45000 | PA      | $27531.14     | 0.00%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46850.27     | 0.01%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86523.58     | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54478.46     | 0.01%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                                          | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51375.82     | 0.01%             | 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        |    105000 | PA      | $95214.77     | 0.02%             | 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        |     15000 | PA      | $13017.29     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79836.44     | 0.01%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100204.02    | 0.02%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     85000 | PA      | $69191.37     | 0.01%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49302.59     | 0.01%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27743.82     | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    145000 | PA      | $153406.71    | 0.03%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46016.05     | 0.01%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63789.21     | 0.01%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47187.28     | 0.01%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38664.60     | 0.01%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $47705.91     | 0.01%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89616.22     | 0.02%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47795.82     | 0.01%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38058.24     | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680CY7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     44000 | PA      | $39150.77     | 0.01%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46093.97     | 0.01%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK Inc                                                                       | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101577.27    | 0.02%             | 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        |     60000 | PA      | $65816.47     | 0.01%             | 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        |     60000 | PA      | $66615.11     | 0.01%             | 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        |     55000 | PA      | $56894.73     | 0.01%             | 2041-02-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                | ONEOK Partners LP                                                               | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25688.46     | 0.00%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                     | Fibercop SpA                                                                    | CUSIP: 683879AF7<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     38000 | PA      | $37769.29     | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                                                     | Fibercop SpA                                                                    | CUSIP: 683879AH3<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |     70000 | PA      | $70610.95     | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    121000 | PA      | $126914.84    | 0.02%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146479.43    | 0.02%             | 2039-07-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    170000 | PA      | $158738.33    | 0.03%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    125000 | PA      | $100383.31    | 0.02%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    125000 | PA      | $94405.49     | 0.02%             | 2045-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    135000 | PA      | $98746.18     | 0.02%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    140000 | PA      | $120663.16    | 0.02%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    315000 | PA      | $230189.31    | 0.04%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    165000 | PA      | $137465.58    | 0.02%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    240000 | PA      | $175079.60    | 0.03%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    325000 | PA      | $250833.51    | 0.04%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    465000 | PA      | $307731.02    | 0.05%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    295000 | PA      | $192737.68    | 0.03%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    240000 | PA      | $182466.52    | 0.03%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    350000 | PA      | $243676.89    | 0.04%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    170000 | PA      | $114778.90    | 0.02%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197283.48    | 0.03%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    210000 | PA      | $184106.78    | 0.03%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    195000 | PA      | $166808.82    | 0.03%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    105000 | PA      | $88802.95     | 0.01%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139330.87    | 0.02%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74431.04     | 0.01%             | 2065-08-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    315000 | PA      | $296196.44    | 0.05%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163387.96    | 0.03%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                      | Oracle Corp                                                                     | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    225000 | PA      | $209468.80    | 0.04%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                        | Orange SA                                                                       | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |      5000 | PA      | $4979.55      | 0.00%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                                           | Orlando Health Obligated Group                                                  | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $33160.88     | 0.01%             | 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        |     30000 | PA      | $21846.55     | 0.00%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    105000 | PA      | $82800.38     | 0.01%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                              | Otis Worldwide Corp                                                             | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     85000 | PA      | $60999.66     | 0.01%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                      | Ovintiv Inc                                                                     | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42975.90     | 0.01%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     30000 | PA      | $34456.43     | 0.01%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     68000 | PA      | $56007.11     | 0.01%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49823.72     | 0.01%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                                    | Owens Corning                                                                   | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56430.59     | 0.01%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     15000 | PA      | $16383.68     | 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        |     50000 | PA      | $42680.87     | 0.01%             | 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        |     75000 | PA      | $58336.48     | 0.01%             | 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        |    100000 | PA      | $80082.21     | 0.01%             | 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        |     40000 | PA      | $26877.25     | 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        |     35000 | PA      | $22462.79     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     35000 | PA      | $22271.15     | 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        |     40000 | PA      | $34977.09     | 0.01%             | 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        |     10000 | PA      | $8427.83      | 0.00%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28966.55     | 0.00%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                   | PECO Energy Co                                                                  | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25475.82     | 0.00%             | 2055-09-15      | Fixed         | 5.65%                 | 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        |    648000 | PA      | $617285.96    | 0.10%             | 2052-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     10000 | PA      | $11141.02     | 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        |     50000 | PA      | $46415.92     | 0.01%             | 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        |     40000 | PA      | $34030.82     | 0.01%             | 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        |     45000 | PA      | $38534.13     | 0.01%             | 2045-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20415.50     | 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        |     25000 | PA      | $20887.84     | 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        |     25000 | PA      | $16947.59     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78266.88     | 0.01%             | 2053-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                                                           | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101177.22    | 0.02%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                            | CUSIP: 69370RAA5<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $214732.30    | 0.04%             | 2044-05-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                            | CUSIP: 69370RAG2<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $157289.59    | 0.03%             | 2050-01-21      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33542.70     | 0.01%             | 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        |     45000 | PA      | $34448.00     | 0.01%             | 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        |     25000 | PA      | $21231.46     | 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        |     95000 | PA      | $81419.70     | 0.01%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36246.69     | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23780.48     | 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        |     40000 | PA      | $30487.86     | 0.01%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $79204.14     | 0.01%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $68818.02     | 0.01%             | 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        |    215000 | PA      | $147964.22    | 0.02%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    270000 | PA      | $232809.43    | 0.04%             | 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        |    165000 | PA      | $145094.51    | 0.02%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58153.96     | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     75000 | PA      | $66564.68     | 0.01%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $173439.24    | 0.03%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69775.41     | 0.01%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60656.45     | 0.01%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                           | Pacific Gas and Electric Co                                                     | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100538.63    | 0.02%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                                                 | Pacific LifeCorp                                                                | CUSIP: 694476AD4<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47807.10     | 0.01%             | 2043-01-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                                                 | Pacific LifeCorp                                                                | CUSIP: 694476AE2<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $56493.81     | 0.01%             | 2050-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                                                 | Pacific LifeCorp                                                                | CUSIP: 694476AF9<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73277.99     | 0.01%             | 2052-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE C                                                         | Pacific Life Insurance Co                                                       | CUSIP: 69448FAA9<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61020.84     | 0.01%             | 2067-10-24      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE INSURANCE C                                                         | Pacific Life Insurance Co                                                       | CUSIP: 69448FAB7<br>LEI: 8WC3XYHE06SQFW7CQK10 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15376.28     | 0.00%             | 2055-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36761.72     | 0.01%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51392.78     | 0.01%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63287.41     | 0.01%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15845.42     | 0.00%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71750.03     | 0.01%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     55000 | PA      | $44142.47     | 0.01%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     75000 | PA      | $57192.99     | 0.01%             | 2049-01-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $68463.77     | 0.01%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     90000 | PA      | $58262.10     | 0.01%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    110000 | PA      | $65755.16     | 0.01%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116188.48    | 0.02%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    125000 | PA      | $114504.57    | 0.02%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PacifiCorp                                                                      | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147811.58    | 0.02%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                                                         | Packaging Corp of America                                                       | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40200.73     | 0.01%             | 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        |     75000 | PA      | $49441.69     | 0.01%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    215000 | PA      | $228499.30    | 0.04%             | 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        |    200000 | PA      | $147728.90    | 0.02%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BG8<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $156838.20    | 0.03%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $152371.79    | 0.03%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $131418.41    | 0.02%             | 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        |    200000 | PA      | $148506.07    | 0.02%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BS2<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $147436.71    | 0.02%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BV5<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $206661.97    | 0.03%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bonds                                            | Panama Government International Bonds                                           | CUSIP: 698299BY9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $230218.79    | 0.04%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50478.77     | 0.01%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     90000 | PA      | $73495.40     | 0.01%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $28189.16     | 0.00%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                             | Parker-Hannifin Corp                                                            | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49113.34     | 0.01%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                        | CUSIP: 70213HAC2<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24928.86     | 0.00%             | 2055-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                         | Mass General Brigham Inc                                                        | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23680.37     | 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        |     40000 | PA      | $28278.38     | 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        |     55000 | PA      | $37098.23     | 0.01%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     95000 | PA      | $66104.62     | 0.01%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     95000 | PA      | $88271.53     | 0.01%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28075.25     | 0.00%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PayPal Holdings Inc                                                             | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39526.39     | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GR                                                         | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     45000 | PA      | $39563.80     | 0.01%             | 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        |     30000 | PA      | $19925.08     | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| PENN MUTUAL LIFE INS CO                                                          | Penn Mutual Life Insurance Co/The                                               | CUSIP: 707567AE3<br>LEI: BIYXEJSLUQ3IWFUXX074 | Long             | DBT              | CORP              | US        |     60000 | PA      | $40805.52     | 0.01%             | 2061-04-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV                                                            | CUSIP: 709235T70<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |     75000 | PA      | $58611.04     | 0.01%             | 2043-09-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448BP2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15889.64     | 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        |     60000 | PA      | $59173.80     | 0.01%             | 2040-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52475.51     | 0.01%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16518.89     | 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        |     20000 | PA      | $17619.58     | 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        |     70000 | PA      | $62933.63     | 0.01%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    110000 | PA      | $84706.67     | 0.01%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $62597.89     | 0.01%             | 2047-05-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     72000 | PA      | $53157.92     | 0.01%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     35000 | PA      | $23598.05     | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85352.08     | 0.01%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    109000 | PA      | $84055.65     | 0.01%             | 2050-03-19      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54295.57     | 0.01%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     90000 | PA      | $66083.09     | 0.01%             | 2041-10-21      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     85000 | PA      | $54639.98     | 0.01%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     65000 | PA      | $54288.92     | 0.01%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40502.48     | 0.01%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PepsiCo Inc                                                                     | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74305.09     | 0.01%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                      | Revvity Inc                                                                     | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     45000 | PA      | $32379.85     | 0.01%             | 2051-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| PERNOD RIC INTL FIN LLC                                                          | Pernod Ricard International Finance LLC                                         | CUSIP: 71427QAC2<br>LEI: 5493009254WI1A8WXT48 | Long             | DBT              | CORP              | US        |     40000 | PA      | $24570.79     | 0.00%             | 2050-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PERRIGO FINANCE UNLIMITD                                                         | Perrigo Finance Unlimited Co                                                    | CUSIP: 714295AA0<br>LEI: 549300E86RB6YCTMRM83 | Long             | DBT              | CORP              | IE        |     35000 | PA      | $27844.14     | 0.00%             | 2044-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638AU6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    150000 | PA      | $167536.60    | 0.03%             | 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        |    220000 | PA      | $218133.70    | 0.04%             | 2050-11-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DQ2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    260000 | PA      | $146224.23    | 0.02%             | 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        |    130000 | PA      | $73315.53     | 0.01%             | 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        |    100000 | PA      | $78071.77     | 0.01%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DT6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $143455.74    | 0.02%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638DW9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    125000 | PA      | $80648.80     | 0.01%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Peru Government International Bonds                                              | Peru Government International Bonds                                             | CUSIP: 715638EC2<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    200000 | PA      | $201457.25    | 0.03%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PERU                                                                 | Peruvian Government International Bond                                          | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    100000 | PA      | $104865.63    | 0.02%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT SUKUK                                                             | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567RAQ9<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $153573.38    | 0.03%             | 2050-06-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVT SUKUK                                                             | Perusahaan Penerbit SBSN Indonesia III                                          | CUSIP: 71567RAT3<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $146746.40    | 0.02%             | 2051-06-09      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                        | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568QAF4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $205254.65    | 0.03%             | 2048-05-21      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                                                         | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | CUSIP: 71568QAK3<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $173448.63    | 0.03%             | 2049-07-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                               | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     66000 | PA      | $73136.11     | 0.01%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                         | Petrobras Global Finance BV                                                     | CUSIP: 71645WAQ4<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     90000 | PA      | $92339.61     | 0.02%             | 2040-01-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                         | Petrobras Global Finance BV                                                     | CUSIP: 71645WAS0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     60000 | PA      | $60935.82     | 0.01%             | 2041-01-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                         | Petrobras Global Finance BV                                                     | CUSIP: 71647NAK5<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     60000 | PA      | $62474.13     | 0.01%             | 2044-03-17      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Petrobras Global Finance BV                                                      | Petrobras Global Finance BV                                                     | CUSIP: 71647NAN9<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    150000 | PA      | $144400.42    | 0.02%             | 2115-06-05      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                                         | Petrobras Global Finance BV                                                     | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $41908.36     | 0.01%             | 2051-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                             | CUSIP: 71654QAZ5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    100000 | PA      | $86504.90     | 0.01%             | 2041-06-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                             | CUSIP: 71654QBE1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     90000 | PA      | $67990.77     | 0.01%             | 2044-06-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                             | CUSIP: 71654QBR2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $119483.07    | 0.02%             | 2045-01-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                             | CUSIP: 71654QBX9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     10000 | PA      | $7476.89      | 0.00%             | 2046-01-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                             | CUSIP: 71654QCC4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    575000 | PA      | $468114.34    | 0.08%             | 2047-09-21      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                             | CUSIP: 71654QCL4<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    150000 | PA      | $116987.38    | 0.02%             | 2048-02-12      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    750000 | PA      | $669941.13    | 0.11%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                                              | Petroleos Mexicanos                                                             | CUSIP: 71654QDF6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    380000 | PA      | $306545.48    | 0.05%             | 2060-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                          | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    300000 | PA      | $292401.29    | 0.05%             | 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        |    570000 | PA      | $552178.00    | 0.09%             | 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        |    390000 | PA      | $370571.05    | 0.06%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    240000 | PA      | $290818.83    | 0.05%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44369.70     | 0.01%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63408.35     | 0.01%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081DT7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57627.77     | 0.01%             | 2040-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90001.14     | 0.02%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $117583.45    | 0.02%             | 2046-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64653.12     | 0.01%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    115000 | PA      | $96967.08     | 0.02%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62825.28     | 0.01%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $114233.77    | 0.02%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74470.86     | 0.01%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     87000 | PA      | $55579.79     | 0.01%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                       | Pfizer Inc                                                                      | CUSIP: 717081FG3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15185.53     | 0.00%             | 2055-11-15      | Fixed         | 5.60%                 | 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        |    450000 | PA      | $464330.34    | 0.08%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                           | Philip Morris International Inc                                                 | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     90000 | PA      | $101275.02    | 0.02%             | 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        |     82000 | PA      | $73492.69     | 0.01%             | 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        |     55000 | PA      | $49772.08     | 0.01%             | 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        |     64000 | PA      | $53402.60     | 0.01%             | 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        |     90000 | PA      | $77219.52     | 0.01%             | 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        |     75000 | PA      | $70142.09     | 0.01%             | 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        |    130000 | PA      | $112219.00    | 0.02%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286BZ9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $267207.22    | 0.04%             | 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        |    200000 | PA      | $168825.03    | 0.03%             | 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        |    200000 | PA      | $167045.55    | 0.03%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CH8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $142171.65    | 0.02%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CL9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $134042.79    | 0.02%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CP0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $145104.50    | 0.02%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 718286CX3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    400000 | PA      | $405188.92    | 0.07%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111670.51    | 0.02%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    195000 | PA      | $173298.97    | 0.03%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66                                                                     | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    120000 | PA      | $79764.92     | 0.01%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                      | Phillips 66 Co                                                                  | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     65000 | PA      | $55641.73     | 0.01%             | 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        |     65000 | PA      | $56870.74     | 0.01%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66853.06     | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                   | Phillips 66 Co                                                                  | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27958.45     | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                          | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7198.63      | 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        |     55000 | PA      | $35557.72     | 0.01%             | 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        |     10000 | PA      | $9139.63      | 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        |     50000 | PA      | $37885.51     | 0.01%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     60000 | PA      | $42166.93     | 0.01%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                          | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45423.98     | 0.01%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PINE STREET TRUST III                                                            | Pine Street Trust III                                                           | CUSIP: 72284KAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30679.32     | 0.01%             | 2054-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| PINE STREET TRUST II                                                             | Pine Street Trust II                                                            | CUSIP: 72284LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $104452.15    | 0.02%             | 2049-02-15      | Fixed         | 5.57%                 | 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        |     30000 | PA      | $32853.92     | 0.01%             | 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        |     45000 | PA      | $41188.39     | 0.01%             | 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        |     35000 | PA      | $28763.57     | 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        |     70000 | PA      | $60323.99     | 0.01%             | 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        |     65000 | PA      | $57107.29     | 0.01%             | 2045-02-15      | Fixed         | 4.90%                 | 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        |     40000 | PA      | $40677.39     | 0.01%             | 2036-01-15      | Fixed         | 5.60%                 | 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        |    300000 | PA      | $292204.36    | 0.05%             | 2053-04-04      | Fixed         | 5.50%                 | 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        |    400000 | PA      | $389622.85    | 0.07%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POLAR TANKERS INC                                                                | Polar Tankers Inc                                                               | CUSIP: 73102QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25153 | PA      | $27108.32     | 0.00%             | 2037-05-10      | Fixed         | 5.95%                 | 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        |    300000 | PA      | $197712.05    | 0.03%             | 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: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     80000 | PA      | $75374.50     | 0.01%             | 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: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    350000 | PA      | $300254.03    | 0.05%             | 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        |     50000 | PA      | $48532.21     | 0.01%             | 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: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     70000 | PA      | $46520.97     | 0.01%             | 2060-07-15      | Fixed         | 3.18%                 | 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        |     30000 | PA      | $28891.22     | 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        |     40000 | PA      | $45355.67     | 0.01%             | 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        |     70000 | PA      | $60064.83     | 0.01%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                                                           | Potomac Electric Power Co                                                       | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29677.63     | 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        |     85000 | PA      | $68985.76     | 0.01%             | 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        |     20000 | PA      | $10941.39     | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PRECISION CASTPARTS CORP                                                         | Precision Castparts Corp                                                        | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46690.03     | 0.01%             | 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        |     40000 | PA      | $35675.57     | 0.01%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AG8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     30000 | PA      | $34806.08     | 0.01%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                                                         | President and Fellows of Harvard College                                        | CUSIP: 740816AH6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80488.68     | 0.01%             | 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        |     55000 | PA      | $41100.67     | 0.01%             | 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        |     55000 | PA      | $38906.58     | 0.01%             | 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        |     70000 | PA      | $43399.75     | 0.01%             | 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        |      5000 | PA      | $3944.40      | 0.00%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54685.05     | 0.01%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18313.00     | 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        |     46000 | PA      | $40246.29     | 0.01%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38519.33     | 0.01%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                                                          | Principal Financial Group Inc                                                   | CUSIP: 74251VAU6<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104587.97    | 0.02%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718DF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109397.04    | 0.02%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FB0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35051.09     | 0.01%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                                          | Procter & Gamble Co/The                                                         | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43593.73     | 0.01%             | 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        |     50000 | PA      | $38936.44     | 0.01%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                                              | Progress Energy Inc                                                             | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |     65000 | PA      | $69508.92     | 0.01%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39944.33     | 0.01%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     87000 | PA      | $73437.30     | 0.01%             | 2047-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50883.60     | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40168.70     | 0.01%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                                                 | Progressive Corp/The                                                            | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46168.45     | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     45000 | PA      | $38467.51     | 0.01%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     65000 | PA      | $43561.19     | 0.01%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     55000 | PA      | $30271.10     | 0.01%             | 2050-10-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     30000 | PA      | $20348.42     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     60000 | PA      | $57899.86     | 0.01%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | Prologis LP                                                                     | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     90000 | PA      | $86814.81     | 0.01%             | 2054-03-15      | 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        |     35000 | PA      | $26971.88     | 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        |     40000 | PA      | $31392.99     | 0.01%             | 2048-10-01      | Fixed         | 3.93%                 | 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        |     85000 | PA      | $51389.80     | 0.01%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PROVIDENT FINANCING TR I                                                         | Provident Financing Trust I                                                     | CUSIP: 743863AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     25000 | PA      | $27421.81     | 0.00%             | 2038-03-15      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     90000 | PA      | $72065.06     | 0.01%             | 2047-12-07      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $94798.20     | 0.02%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     55000 | PA      | $58827.22     | 0.01%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57289.02     | 0.01%             | 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        |     50000 | PA      | $57809.80     | 0.01%             | 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        |     88000 | PA      | $79029.77     | 0.01%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47280.20     | 0.01%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    120000 | PA      | $101303.89    | 0.02%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    170000 | PA      | $128701.21    | 0.02%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | Prudential Financial Inc                                                        | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39278.13     | 0.01%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     31000 | PA      | $34199.79     | 0.01%             | 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        |     25000 | PA      | $28191.63     | 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        |     45000 | PA      | $35949.70     | 0.01%             | 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        |     50000 | PA      | $43119.87     | 0.01%             | 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        |     20000 | PA      | $15582.80     | 0.00%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28292.48     | 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        |     45000 | PA      | $35581.01     | 0.01%             | 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        |     65000 | PA      | $44989.24     | 0.01%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     60000 | PA      | $36978.42     | 0.01%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46842.83     | 0.01%             | 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        |     95000 | PA      | $89672.11     | 0.02%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                          | Public Service Co of Colorado                                                   | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61010.01     | 0.01%             | 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        |     35000 | PA      | $36004.36     | 0.01%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                                                 | Public Service Co of New Hampshire                                              | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30026.41     | 0.01%             | 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        |     35000 | PA      | $33192.11     | 0.01%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BP4<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13385.02     | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                          | Public Service Co of Oklahoma                                                   | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103035.95    | 0.02%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43278.44     | 0.01%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QAV8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15552.51     | 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        |     55000 | PA      | $47021.51     | 0.01%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     85000 | PA      | $68274.96     | 0.01%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     65000 | PA      | $49825.31     | 0.01%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51296.67     | 0.01%             | 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        |     45000 | PA      | $31666.82     | 0.01%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24350.21     | 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        |     25000 | PA      | $15839.78     | 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        |     35000 | PA      | $19321.53     | 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        |     40000 | PA      | $26951.20     | 0.00%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62138.29     | 0.01%             | 2053-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49903.51     | 0.01%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64792.44     | 0.01%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                                                          | Public Service Electric and Gas Co                                              | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48891.12     | 0.01%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                                                             | Public Storage Operating Co                                                     | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     90000 | PA      | $88372.13     | 0.01%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332BX3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33162.52     | 0.01%             | 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        |     35000 | PA      | $36954.49     | 0.01%             | 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        |     30000 | PA      | $31461.18     | 0.01%             | 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        |     31000 | PA      | $31486.34     | 0.01%             | 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        |     30000 | PA      | $25238.77     | 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        |     53000 | PA      | $44168.80     | 0.01%             | 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        |     45000 | PA      | $31270.76     | 0.01%             | 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        |     30000 | PA      | $19430.35     | 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        |     25000 | PA      | $24482.70     | 0.00%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | Puget Sound Energy Inc                                                          | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40567.80     | 0.01%             | 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        |    100000 | PA      | $99233.99     | 0.02%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| QVC INC                                                                          | QVC Inc                                                                         | CUSIP: 747262AM5<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |     30000 | PA      | $11744.44     | 0.00%             | 2043-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| STATE OF QATAR                                                                   | Qatar Government International Bond                                             | CUSIP: 74727PAR2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $218699.69    | 0.04%             | 2042-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163028.77    | 0.03%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    157000 | PA      | $134271.21    | 0.02%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     95000 | PA      | $66895.08     | 0.01%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    115000 | PA      | $99167.33     | 0.02%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                     | QUALCOMM Inc                                                                    | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    115000 | PA      | $123576.95    | 0.02%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | Quanta Services Inc                                                             | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     55000 | PA      | $41218.08     | 0.01%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                            | Quest Diagnostics Inc                                                           | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36692.80     | 0.01%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                           | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33739.05     | 0.01%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                            | RPM International Inc                                                           | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     40000 | PA      | $33453.39     | 0.01%             | 2048-01-15      | Fixed         | 4.25%                 | 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        |     40000 | PA      | $27451.01     | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83115.85     | 0.01%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     85000 | PA      | $63736.95     | 0.01%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                                          | Raymond James Financial Inc                                                     | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9885.99      | 0.00%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    105000 | PA      | $71815.79     | 0.01%             | 2050-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     46000 | PA      | $45039.65     | 0.01%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56439.19     | 0.01%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46787.58     | 0.01%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    115000 | PA      | $98957.04     | 0.02%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     90000 | PA      | $57295.84     | 0.01%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    110000 | PA      | $72987.93     | 0.01%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107626.05    | 0.02%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    175000 | PA      | $196186.70    | 0.03%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     70000 | PA      | $62829.37     | 0.01%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                               | Realty Income Corp                                                              | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     30000 | PA      | $29371.26     | 0.00%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     45000 | PA      | $38906.63     | 0.01%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | Regency Centers LP                                                              | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |     35000 | PA      | $30946.34     | 0.01%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                                                         | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     80000 | PA      | $50216.09     | 0.01%             | 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        |     20000 | PA      | $20614.35     | 0.00%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                           | Regions Financial Corp                                                          | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     15000 | PA      | $17367.00     | 0.00%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55755.36     | 0.01%             | 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        |     40000 | PA      | $41998.30     | 0.01%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | Republic Services Inc                                                           | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     55000 | PA      | $38022.22     | 0.01%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    150000 | PA      | $182396.19    | 0.03%             | 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        |     55000 | PA      | $48675.85     | 0.01%             | 2045-11-20      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942BA9<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    390000 | PA      | $373348.02    | 0.06%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bonds                                           | Uruguay Government International Bonds                                          | CUSIP: 760942BD3<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    305000 | PA      | $281726.36    | 0.05%             | 2055-04-20      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | Oriental Republic of Uruguay                                                    | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    130000 | PA      | $123631.62    | 0.02%             | 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        |     95000 | PA      | $99433.18     | 0.02%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | Reynolds American Inc                                                           | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     56000 | PA      | $65067.60     | 0.01%             | 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        |     60000 | PA      | $62133.93     | 0.01%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | Reynolds American Inc                                                           | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223990.30    | 0.04%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    105000 | PA      | $106005.46    | 0.02%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                                                            | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    131000 | PA      | $82468.42     | 0.01%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     55000 | PA      | $52005.46     | 0.01%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $39169.33     | 0.01%             | 2042-08-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $108976.17    | 0.02%             | 2053-03-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                                            | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $180989.72    | 0.03%             | 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        |     50000 | PA      | $52241.98     | 0.01%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                               | Roche Holdings Inc                                                              | CUSIP: 771196AU6<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    125000 | PA      | $151103.03    | 0.03%             | 2039-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                               | Roche Holdings Inc                                                              | CUSIP: 771196BH4<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    105000 | PA      | $90204.16     | 0.02%             | 2044-11-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                                                               | Roche Holdings Inc                                                              | CUSIP: 771196BY7<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    205000 | PA      | $127977.55    | 0.02%             | 2051-12-13      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| ROCKEFELLER FOUNDATION                                                           | Rockefeller Foundation/The                                                      | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |     90000 | PA      | $55942.21     | 0.01%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                         | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAD9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     28000 | PA      | $30333.21     | 0.01%             | 2038-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROCKIES EXPRESS PIPELINE                                                         | Rockies Express Pipeline LLC                                                    | CUSIP: 77340RAM9<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57311.88     | 0.01%             | 2040-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63582.39     | 0.01%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                                                              | Rockwell Automation Inc                                                         | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     15000 | PA      | $8910.98      | 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        |     60000 | PA      | $70161.20     | 0.01%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109AX9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $42679.48     | 0.01%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $33484.24     | 0.01%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $72735.83     | 0.01%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BG5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     75000 | PA      | $60927.67     | 0.01%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109BP5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $43922.83     | 0.01%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     95000 | PA      | $82455.67     | 0.01%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                         | Rogers Communications Inc                                                       | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $162479.37    | 0.03%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                           | Romania Government International Bonds                                          | CUSIP: 77586TAE6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    100000 | PA      | $96128.29     | 0.02%             | 2044-01-22      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $90197.38     | 0.02%             | 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        |     85000 | PA      | $59760.28     | 0.01%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $50520.92     | 0.01%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     35000 | PA      | $34977.39     | 0.01%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | Royalty Pharma PLC                                                              | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $50469.14     | 0.01%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     51000 | PA      | $36613.20     | 0.01%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     40000 | PA      | $20786.87     | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     90000 | PA      | $69456.25     | 0.01%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                   | S&P Global Inc                                                                  | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34483.92     | 0.01%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SES AMERICOM INC                                                                 | SES AMERICOM Inc                                                                | CUSIP: 78413KAB8<br>LEI: 5299000YGN3VJ3R60481 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3069.38      | 0.00%             | 2044-03-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SABAL TRAIL TRANS                                                                | Sabal Trail Transmission LLC                                                    | CUSIP: 78516FAB5<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |     65000 | PA      | $62113.63     | 0.01%             | 2038-05-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SABAL TRAIL TRANS                                                                | Sabal Trail Transmission LLC                                                    | CUSIP: 78516FAC3<br>LEI: 5493002DWITGSZFUI977 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39232.81     | 0.01%             | 2048-05-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                         | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     43758 | PA      | $46425.94     | 0.01%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     40000 | PA      | $46410.01     | 0.01%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    120000 | PA      | $88272.35     | 0.01%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    175000 | PA      | $113604.92    | 0.02%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                   | Salesforce Inc                                                                  | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    110000 | PA      | $67712.91     | 0.01%             | 2061-07-15      | Fixed         | 3.05%                 | 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        |    150000 | PA      | $147506.21    | 0.02%             | 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: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     50000 | PA      | $52197.57     | 0.01%             | 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: 79625GNC3<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     35000 | PA      | $35162.61     | 0.01%             | 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        |    125000 | PA      | $128724.90    | 0.02%             | 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        |     50000 | PA      | $52348.84     | 0.01%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32461.23     | 0.01%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55379.88     | 0.01%             | 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        |     50000 | PA      | $38489.66     | 0.01%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36533.52     | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28196.79     | 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        |     45000 | PA      | $31584.38     | 0.01%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     95000 | PA      | $61754.11     | 0.01%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $40355.03     | 0.01%             | 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        |     90000 | PA      | $86672.86     | 0.01%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                  | San Diego Gas & Electric Co                                                     | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     65000 | PA      | $64359.09     | 0.01%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO CITY & CNTY CA PUBLIC UTILITIES COMMISSION WTR                    | CUSIP: 79765RTL3<br>LEI: 549300RA28ZEFOB6M782 | Long             | DBT              | MUN               | US        |    100000 | PA      | $113627.42    | 0.02%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | Merck & Co Inc                                                                  | CUSIP: 806605AH4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     35000 | PA      | $40526.05     | 0.01%             | 2037-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SEATTLE CHILDREN HOSP                                                            | Seattle Children's Hospital                                                     | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |     45000 | PA      | $28631.11     | 0.00%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| SECURIAN FINANCIAL GROUP                                                         | Securian Financial Group Inc                                                    | CUSIP: 81373PAA1<br>LEI: 5493007EAD0HGURCS836 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35603.66     | 0.01%             | 2048-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SELECTIVE INSURANCE GROU                                                         | Selective Insurance Group Inc                                                   | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     45000 | PA      | $41789.40     | 0.01%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73736.41     | 0.01%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60569.98     | 0.01%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                           | Sempra                                                                          | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34811.44     | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SENTARA HEALTHCARE                                                               | Sentara Health                                                                  | CUSIP: 81728XAA6<br>LEI: 5493002B0YWN6UH30V71 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9768.86      | 0.00%             | 2051-11-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                     | 7-Eleven Inc                                                                    | CUSIP: 817826AF7<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     80000 | PA      | $56051.61     | 0.01%             | 2041-02-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                     | 7-Eleven Inc                                                                    | CUSIP: 817826AG5<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    125000 | PA      | $77471.06     | 0.01%             | 2051-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SHARP HEALTHCARE                                                                 | Sharp HealthCare                                                                | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |     25000 | PA      | $15812.71     | 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        |    265000 | PA      | $296393.74    | 0.05%             | 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        |     80000 | PA      | $83349.89     | 0.01%             | 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        |     60000 | PA      | $49039.15     | 0.01%             | 2042-08-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     15000 | PA      | $13220.97     | 0.00%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     20000 | PA      | $16484.38     | 0.00%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $68935.11     | 0.01%             | 2049-11-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                                                          | Shell International Finance BV                                                  | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $52125.21     | 0.01%             | 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        |     80000 | PA      | $53173.45     | 0.01%             | 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        |    290000 | PA      | $254042.54    | 0.04%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $45399.02     | 0.01%             | 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        |    205000 | PA      | $169163.90    | 0.03%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                             | Shell Finance US Inc                                                            | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $144849.80    | 0.02%             | 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        |    125000 | PA      | $99063.92     | 0.02%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25057.64     | 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        |     35000 | PA      | $30474.48     | 0.01%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108467.92    | 0.02%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45892.00     | 0.01%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     55000 | PA      | $38247.17     | 0.01%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                                                              | Sherwin-Williams Co/The                                                         | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31444.13     | 0.01%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                                         | Siemens Financieringsmaatschappij NV                                            | CUSIP: 82620KAF0<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $44656.53     | 0.01%             | 2045-05-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                                         | Siemens Financieringsmaatschappij NV                                            | CUSIP: 82620KAM5<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |     15000 | PA      | $11293.47     | 0.00%             | 2046-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                                         | Siemens Financieringsmaatschappij NV                                            | CUSIP: 82620KAT0<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    255000 | PA      | $219594.67    | 0.04%             | 2047-03-16      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                                                         | Siemens Financieringsmaatschappij NV                                            | CUSIP: 82620KBF9<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $191403.02    | 0.03%             | 2041-03-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                                          | Sierra Pacific Power Co                                                         | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55701.07     | 0.01%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     71000 | PA      | $82235.58     | 0.01%             | 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        |     40000 | PA      | $37211.03     | 0.01%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38513.73     | 0.01%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     55000 | PA      | $46419.06     | 0.01%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    125000 | PA      | $87497.33     | 0.01%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     65000 | PA      | $49548.34     | 0.01%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     64000 | PA      | $66064.29     | 0.01%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                          | Simon Property Group LP                                                         | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     55000 | PA      | $62313.56     | 0.01%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SINOCHEM OVERSEAS CAPITA                                                         | Sinochem Overseas Capital Co Ltd                                                | CUSIP: 82937AAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    100000 | PA      | $115966.24    | 0.02%             | 2040-11-12      | Fixed         | 6.30%                 | 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        |     70000 | PA      | $67957.78     | 0.01%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     61000 | PA      | $51725.36     | 0.01%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                                    | J M Smucker Co/The                                                              | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     65000 | PA      | $70705.55     | 0.01%             | 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        |     95000 | PA      | $104688.64    | 0.02%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SMURFIT KAPPA TREASURY                                                           | Smurfit Kappa Treasury ULC                                                      | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     25000 | PA      | $25506.61     | 0.00%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                                      | Snap-on Inc                                                                     | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25191.96     | 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        |     80000 | PA      | $55661.89     | 0.01%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | Societe Generale SA                                                             | CUSIP: 83368RBB7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $149043.29    | 0.02%             | 2041-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | Societe Generale SA                                                             | CUSIP: 83368RBK7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    115000 | PA      | $89635.95     | 0.02%             | 2043-01-21      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | Societe Generale SA                                                             | CUSIP: 83368RBT8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $108839.85    | 0.02%             | 2053-01-10      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                 | Societe Generale SA                                                             | CUSIP: 83368RBY7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $106257.45    | 0.02%             | 2055-01-19      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                   | Solventum Corp                                                                  | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133408.95    | 0.02%             | 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        |     50000 | PA      | $50965.81     | 0.01%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                          | Republic of South Africa Government International Bonds                         | CUSIP: 836205AS3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $170595.75    | 0.03%             | 2044-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                          | Republic of South Africa Government International Bonds                         | CUSIP: 836205AV6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $157020.65    | 0.03%             | 2046-10-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                          | Republic of South Africa Government International Bonds                         | CUSIP: 836205AX2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $169390.49    | 0.03%             | 2047-09-27      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                          | Republic of South Africa Government International Bonds                         | CUSIP: 836205BB9<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $169011.48    | 0.03%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                          | Republic of South Africa Government International Bonds                         | CUSIP: 836205BE3<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $202248.79    | 0.03%             | 2052-04-20      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                                            | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     71000 | PA      | $77307.40     | 0.01%             | 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        |     35000 | PA      | $35622.19     | 0.01%             | 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        |     65000 | PA      | $59067.15     | 0.01%             | 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        |     40000 | PA      | $36430.16     | 0.01%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10188.37     | 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        |     30000 | PA      | $30332.93     | 0.01%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47363.03     | 0.01%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62458.08     | 0.01%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59662.21     | 0.01%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31084.71     | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     61000 | PA      | $49391.65     | 0.01%             | 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        |     35000 | PA      | $27359.38     | 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        |     50000 | PA      | $43174.74     | 0.01%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $43942.30     | 0.01%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    195000 | PA      | $149741.44    | 0.03%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     75000 | PA      | $58212.15     | 0.01%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60072.48     | 0.01%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    125000 | PA      | $88425.51     | 0.01%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     90000 | PA      | $56026.73     | 0.01%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24572.85     | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     65000 | PA      | $44057.63     | 0.01%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22961.93     | 0.00%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56796.37     | 0.01%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78107.83     | 0.01%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38286.33     | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39405.26     | 0.01%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                              | Southern California Edison Co                                                   | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71852.72     | 0.01%             | 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        |     35000 | PA      | $34728.66     | 0.01%             | 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        |     50000 | PA      | $40697.06     | 0.01%             | 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        |     55000 | PA      | $44712.65     | 0.01%             | 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        |     60000 | PA      | $50091.71     | 0.01%             | 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        |     45000 | PA      | $34990.16     | 0.01%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     70000 | PA      | $76920.42     | 0.01%             | 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        |     60000 | PA      | $60872.43     | 0.01%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49955.39     | 0.01%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                                            | Southern California Gas Co                                                      | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73344.16     | 0.01%             | 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        |     50000 | PA      | $47082.33     | 0.01%             | 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        |    195000 | PA      | $167122.36    | 0.03%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                                             | Southern Copper Corp                                                            | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113470.00    | 0.02%             | 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        |    120000 | PA      | $114881.73    | 0.02%             | 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        |    120000 | PA      | $123746.20    | 0.02%             | 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        |     75000 | PA      | $59844.08     | 0.01%             | 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        |     65000 | PA      | $54972.46     | 0.01%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                          | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     70000 | PA      | $46143.53     | 0.01%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS                                                             | Southern Natural Gas Co LLC                                                     | CUSIP: 84346LAA8<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |     55000 | PA      | $49251.77     | 0.01%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                                | Southern Power Co                                                               | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63280.61     | 0.01%             | 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        |     40000 | PA      | $38440.88     | 0.01%             | 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        |     55000 | PA      | $50063.66     | 0.01%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15442.42     | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32472.76     | 0.01%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                               | Southwest Gas Corp                                                              | CUSIP: 845011AD7<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20895.88     | 0.00%             | 2051-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32303.66     | 0.01%             | 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        |     60000 | PA      | $47223.45     | 0.01%             | 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        |     35000 | PA      | $26445.59     | 0.00%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                          | Southwestern Electric Power Co                                                  | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     80000 | PA      | $53589.38     | 0.01%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                                                         | Southwestern Public Service Co                                                  | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31645.11     | 0.01%             | 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        |     25000 | PA      | $18156.78     | 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        |     55000 | PA      | $41754.39     | 0.01%             | 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        |     40000 | PA      | $33600.83     | 0.01%             | 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        |     40000 | PA      | $30034.32     | 0.01%             | 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        |     70000 | PA      | $47071.41     | 0.01%             | 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        |     50000 | PA      | $51913.03     | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SPECTRA ENERGY PARTNERS                                                          | Spectra Energy Partners LP                                                      | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61139.56     | 0.01%             | 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        |     65000 | PA      | $55915.04     | 0.01%             | 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        |     40000 | PA      | $29580.89     | 0.00%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | Standard Chartered PLC                                                          | CUSIP: 853254AK6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $9687.53      | 0.00%             | 2043-01-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | Standard Chartered PLC                                                          | CUSIP: 853254AN0<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    205000 | PA      | $206621.07    | 0.03%             | 2044-03-26      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                                             | Stanford Health Care                                                            | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     83000 | PA      | $66136.30     | 0.01%             | 2048-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                                                             | Stanford Health Care                                                            | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6730.85      | 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        |    125000 | PA      | $100581.63    | 0.02%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                                                              | Leland Stanford Junior University/The                                           | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     40000 | PA      | $24603.32     | 0.00%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29593.68     | 0.00%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35289.27     | 0.01%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                                                         | Stanley Black & Decker Inc                                                      | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     86000 | PA      | $51616.48     | 0.01%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42723.30     | 0.01%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     65000 | PA      | $49730.22     | 0.01%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     75000 | PA      | $63767.87     | 0.01%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     95000 | PA      | $80108.47     | 0.01%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     55000 | PA      | $38429.60     | 0.01%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                   | Starbucks Corp                                                                  | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    115000 | PA      | $82125.22     | 0.01%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     95000 | PA      | $95983.74     | 0.02%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     70000 | PA      | $63002.90     | 0.01%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    102000 | PA      | $87395.65     | 0.01%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | Equinor ASA                                                                     | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     50000 | PA      | $47408.59     | 0.01%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     55000 | PA      | $38170.80     | 0.01%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | Steel Dynamics Inc                                                              | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40701.79     | 0.01%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                                                       | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |     65000 | PA      | $48649.62     | 0.01%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STORA ENSO OYJ                                                                   | Stora Enso Oyj                                                                  | CUSIP: 86210MAC0<br>LEI: 7437000ZP669LKUTZ738 | Long             | DBT              | CORP              | FI        |     35000 | PA      | $39309.32     | 0.01%             | 2036-04-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47516.67     | 0.01%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39755.78     | 0.01%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     95000 | PA      | $86025.43     | 0.01%             | 2046-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                     | Stryker Corp                                                                    | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     65000 | PA      | $43678.41     | 0.01%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCF5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $142206.51    | 0.02%             | 2041-01-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     75000 | PA      | $55937.80     | 0.01%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCQ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     40000 | PA      | $31154.77     | 0.01%             | 2042-01-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     90000 | PA      | $99005.24     | 0.02%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                                         | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     90000 | PA      | $94452.55     | 0.02%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                               | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     74000 | PA      | $56829.80     | 0.01%             | 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        |     75000 | PA      | $54053.12     | 0.01%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                                | Suncor Energy Inc                                                               | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $50625.08     | 0.01%             | 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        |     40000 | PA      | $40486.86     | 0.01%             | 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        |     35000 | PA      | $31165.13     | 0.01%             | 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        |     80000 | PA      | $73135.51     | 0.01%             | 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        |     95000 | PA      | $87134.04     | 0.01%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $145638.90    | 0.02%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     36000 | PA      | $29942.16     | 0.01%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20029.86     | 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        |     60000 | PA      | $43234.94     | 0.01%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                                                                    | Sutter Health                                                                   | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45741.21     | 0.01%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SYMETRA LIFE INSURANCE                                                           | Symetra Life Insurance Co                                                       | CUSIP: 87151KAA7<br>LEI: 2CKADF5K7JYB5EG0VY36 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5268.58      | 0.00%             | 2055-10-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                     | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185584.42    | 0.03%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     43000 | PA      | $39415.94     | 0.01%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     65000 | PA      | $56618.12     | 0.01%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47370.27     | 0.01%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31668.45     | 0.01%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     35000 | PA      | $39350.87     | 0.01%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     89000 | PA      | $98982.55     | 0.02%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | Sysco Corp                                                                      | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67337.19     | 0.01%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TJX COS INC                                                                      | TJX Cos Inc/The                                                                 | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52807.42     | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181972.30    | 0.03%             | 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        |    300000 | PA      | $252368.33    | 0.04%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    190000 | PA      | $143094.25    | 0.02%             | 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        |    310000 | PA      | $211435.42    | 0.04%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $102320.92    | 0.02%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    290000 | PA      | $198989.50    | 0.03%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88922.13     | 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        |     65000 | PA      | $65494.28     | 0.01%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140146.21    | 0.02%             | 2054-01-15      | 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        |    110000 | PA      | $114044.09    | 0.02%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82051.29     | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    105000 | PA      | $97759.23     | 0.02%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106953.64    | 0.02%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T-Mobile USA Inc                                                                | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49724.03     | 0.01%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR Finance LLC                                                                  | CUSIP: 87268LAB3<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21071.69     | 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        |     25000 | PA      | $25340.72     | 0.00%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                                | TSMC Arizona Corp                                                               | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    215000 | PA      | $166506.09    | 0.03%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                                                            | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $154870.80    | 0.03%             | 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        |    200000 | PA      | $136178.37    | 0.02%             | 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        |    200000 | PA      | $130838.56    | 0.02%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                                                                    | Takeda US Financing Inc                                                         | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207605.76    | 0.03%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                          | Talen Energy Supply LLC                                                         | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15511.08     | 0.00%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BA9<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21381.79     | 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        |     14000 | PA      | $12081.96     | 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        |     33000 | PA      | $27844.84     | 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        |     20000 | PA      | $17033.62     | 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        |     30000 | PA      | $22118.82     | 0.00%             | 2050-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                                | Tampa Electric Co                                                               | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     29000 | PA      | $20913.81     | 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        |     20000 | PA      | $18407.00     | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $117800.25    | 0.02%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    120000 | PA      | $102651.61    | 0.02%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46528.53     | 0.01%             | 2046-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     65000 | PA      | $51956.71     | 0.01%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64979.62     | 0.01%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99286.34     | 0.02%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                                                      | Target Corp                                                                     | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25815.30     | 0.00%             | 2036-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     85000 | PA      | $72806.75     | 0.01%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     90000 | PA      | $95009.05     | 0.02%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70403.69     | 0.01%             | 2055-05-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77449.63     | 0.01%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85901.71     | 0.01%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | Targa Resources Corp                                                            | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56179.16     | 0.01%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                         | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115896.56    | 0.02%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                         | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BD8<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    145000 | PA      | $133756.24    | 0.02%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                         | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BF3<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    210000 | PA      | $175764.07    | 0.03%             | 2047-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                         | Teachers Insurance & Annuity Association of America                             | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    145000 | PA      | $100677.27    | 0.02%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                           | Telecom Italia Capital SA                                                       | CUSIP: 87927VAR9<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     55000 | PA      | $60033.55     | 0.01%             | 2036-07-18      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| TELECOM ITALIA CAPITAL                                                           | Telecom Italia Capital SA                                                       | CUSIP: 87927VAV0<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |     55000 | PA      | $61003.36     | 0.01%             | 2038-06-04      | Fixed         | 7.72%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    195000 | PA      | $220032.39    | 0.04%             | 2036-06-20      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    265000 | PA      | $236271.67    | 0.04%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | Telefonica Emisiones SA                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    150000 | PA      | $127538.47    | 0.02%             | 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        |    150000 | PA      | $138346.23    | 0.02%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                                          | Temasek Financial I Ltd                                                         | CUSIP: 87973PAW4<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $146297.04    | 0.02%             | 2070-10-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TEMASEK FINANCIAL I LTD                                                          | Temasek Financial I Ltd                                                         | CUSIP: 87973PBC7<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $163897.62    | 0.03%             | 2061-08-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                             | Tencent Holdings Ltd                                                            | CUSIP: 88032XAH7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $188509.60    | 0.03%             | 2038-01-19      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                             | Tencent Holdings Ltd                                                            | CUSIP: 88032XAV6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $147061.19    | 0.02%             | 2050-06-03      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                                                             | Tencent Holdings Ltd                                                            | CUSIP: 88032XBC7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $162836.70    | 0.03%             | 2051-04-22      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                           | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $35769.11     | 0.01%             | 2037-04-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    200000 | PA      | $226820.54    | 0.04%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591DZ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    500000 | PA      | $515381.03    | 0.09%             | 2056-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     65000 | PA      | $69979.90     | 0.01%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     50000 | PA      | $42453.31     | 0.01%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                            | Tennessee Valley Authority                                                      | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     50000 | PA      | $50784.43     | 0.01%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TESCO PLC                                                                        | Tesco PLC                                                                       | CUSIP: 881575AC8<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $52742.94     | 0.01%             | 2037-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN CO LLC                                                            | Teva Pharmaceutical Finance Co LLC                                              | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |     65000 | PA      | $68606.73     | 0.01%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                                          | Teva Pharmaceutical Finance Netherlands III BV                                  | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $189865.52    | 0.03%             | 2046-10-01      | Fixed         | 4.10%                 | 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        |    100000 | PA      | $84968.81     | 0.01%             | 2047-07-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| TEXAS EASTERN TRANSMISSI                                                         | Texas Eastern Transmission LP                                                   | CUSIP: 882384AE0<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |     44000 | PA      | $35590.33     | 0.01%             | 2048-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TEXAS HEALTH RESOURCES                                                           | Texas Health Resources                                                          | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     45000 | PA      | $38622.37     | 0.01%             | 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        |     20000 | PA      | $11686.96     | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    130000 | PA      | $108942.52    | 0.02%             | 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        |     65000 | PA      | $58676.80     | 0.01%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     45000 | PA      | $28208.95     | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20415.31     | 0.00%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     65000 | PA      | $60878.83     | 0.01%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     75000 | PA      | $72103.53     | 0.01%             | 2054-02-08      | Fixed         | 5.15%                 | 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        |    200000 | PA      | $206712.27    | 0.03%             | 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        |    100000 | PA      | $80835.07     | 0.01%             | 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        |    233757 | PA      | $243923.77    | 0.04%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission                                                  | TEXAS ST TRANSPRTN COMMISSION                                                   | CUSIP: 882830BH4<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |     50000 | PA      | $35549.40     | 0.01%             | 2044-10-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                            | Texas Instruments Inc                                                           | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    135000 | PA      | $124116.78    | 0.02%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | Textron Inc                                                                     | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25014.51     | 0.00%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| THAIOIL TRSRY CENTER                                                             | Thaioil Treasury Center Co Ltd                                                  | CUSIP: 88323AAE2<br>LEI: 549300NH03B9E8VGJR89 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $141045.88    | 0.02%             | 2049-10-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53029.42     | 0.01%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40033.51     | 0.01%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     76000 | PA      | $64381.96     | 0.01%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    120000 | PA      | $89363.26     | 0.01%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40728.16     | 0.01%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                                                         | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DF6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80240.16     | 0.01%             | 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        |     30000 | PA      | $21549.19     | 0.00%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579EAC9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     77000 | PA      | $82441.79     | 0.01%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41473.71     | 0.01%             | 2044-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     70000 | PA      | $49544.30     | 0.01%             | 2046-09-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     35000 | PA      | $26760.54     | 0.00%             | 2047-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    120000 | PA      | $97782.99     | 0.02%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     95000 | PA      | $66673.79     | 0.01%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                       | 3M Co                                                                           | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     45000 | PA      | $34170.22     | 0.01%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158442.88    | 0.03%             | 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        |    125000 | PA      | $132978.06    | 0.02%             | 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        |    150000 | PA      | $152360.64    | 0.03%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $106836.51    | 0.02%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                            | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106290.69    | 0.02%             | 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        |    119000 | PA      | $92652.80     | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOLEDO EDISON COMPANY                                                            | Toledo Edison Co/The                                                            | CUSIP: 889175BD6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     26000 | PA      | $28608.42     | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                              | Toledo Hospital/The                                                             | CUSIP: 889184AA5<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25852.42     | 0.00%             | 2045-11-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                              | Toledo Hospital/The                                                             | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50509.75     | 0.01%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                                                              | Toledo Hospital/The                                                             | CUSIP: 889184AE7<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44342.10     | 0.01%             | 2048-11-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| TOPAZ SOLAR FARMS LLC                                                            | Topaz Solar Farms LLC                                                           | CUSIP: 89054XAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     65391 | PA      | $65616.93     | 0.01%             | 2039-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    115000 | PA      | $83710.68     | 0.01%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    266000 | PA      | $182069.94    | 0.03%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                           | TotalEnergies Capital International SA                                          | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     35000 | PA      | $23320.56     | 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        |    112000 | PA      | $85552.27     | 0.01%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    155000 | PA      | $152918.61    | 0.03%             | 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        |     95000 | PA      | $94534.29     | 0.02%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                         | TotalEnergies Capital SA                                                        | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     75000 | PA      | $72165.93     | 0.01%             | 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        |    110000 | PA      | $105499.16    | 0.02%             | 2064-09-10      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| TRANSALTA CORP                                                                   | TransAlta Corp                                                                  | CUSIP: 89346DAE7<br>LEI: 984500EE2ADD850F1C96 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $35391.91     | 0.01%             | 2040-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                                                           | Transatlantic Holdings Inc                                                      | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |     35000 | PA      | $44549.04     | 0.01%             | 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        |    100000 | PA      | $120274.69    | 0.02%             | 2039-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $84921.08     | 0.01%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $47354.09     | 0.01%             | 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        |    110000 | PA      | $118646.55    | 0.02%             | 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        |     60000 | PA      | $69800.67     | 0.01%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                            | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAZ2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     86000 | PA      | $80835.72     | 0.01%             | 2049-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AB9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39936.29     | 0.01%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AF0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22154.65     | 0.00%             | 2042-08-01      | Fixed         | 4.45%                 | 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        |     65000 | PA      | $56887.31     | 0.01%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                                          | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AR4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46886.40     | 0.01%             | 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        |     25000 | PA      | $25428.57     | 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        |     30000 | PA      | $30365.40     | 0.01%             | 2056-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNTNL LTD                                                         | Transocean International Ltd                                                    | CUSIP: 893830AT6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |     45000 | PA      | $40306.53     | 0.01%             | 2038-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| TRANSURBAN FINANCE CO                                                            | Transurban Finance Co Pty Ltd                                                   | CUSIP: 89400PAL7<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $50094.08     | 0.01%             | 2036-03-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     65000 | PA      | $72825.30     | 0.01%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97522.51     | 0.02%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31863.52     | 0.01%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30378.42     | 0.01%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35843.49     | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     85000 | PA      | $70035.48     | 0.01%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49392.99     | 0.01%             | 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        |     60000 | PA      | $49492.77     | 0.01%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30871.27     | 0.01%             | 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        |     50000 | PA      | $33719.36     | 0.01%             | 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        |     85000 | PA      | $85230.65     | 0.01%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                                | Travelers Cos Inc/The                                                           | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25953.88     | 0.00%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TRISTATE GEN&TRANS ASSN                                                          | Tri-State Generation and Transmission Association Inc                           | CUSIP: 89566EAD0<br>LEI: 549300VDHNFNPADSSV98 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5213.23      | 0.00%             | 2040-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                                                              | Trinity Health Corp                                                             | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42748.35     | 0.01%             | 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        |     25000 | PA      | $19381.39     | 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        |     35000 | PA      | $26125.19     | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TRUSTEES PRINCETON UNIV                                                          | Trustees of Princeton University/The                                            | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $65591.19     | 0.01%             | 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        |    110000 | PA      | $69616.51     | 0.01%             | 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        |      5000 | PA      | $4287.79      | 0.00%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TRUSTEES OF BOSTON COLL                                                          | Trustees of Boston College                                                      | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31713.05     | 0.01%             | 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        |     15000 | PA      | $13479.50     | 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        |     35000 | PA      | $27115.36     | 0.00%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AT7<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20163.52     | 0.00%             | 2051-05-01      | 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        |     30000 | PA      | $29222.90     | 0.00%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                         | Tucson Electric Power Co                                                        | CUSIP: 898813AX8<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20565.34     | 0.00%             | 2055-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                           | Turkiye Government International Bonds                                          | CUSIP: 900123AY6<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    350000 | PA      | $357856.83    | 0.06%             | 2036-03-17      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                           | Turkiye Government International Bonds                                          | CUSIP: 900123BB5<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     50000 | PA      | $53852.99     | 0.01%             | 2038-03-05      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                           | Turkiye Government International Bonds                                          | CUSIP: 900123BG4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $197184.83    | 0.03%             | 2040-05-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                           | Turkiye Government International Bonds                                          | CUSIP: 900123BJ8<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    300000 | PA      | $269816.68    | 0.05%             | 2041-01-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                           | Turkiye Government International Bonds                                          | CUSIP: 900123CB4<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $154390.42    | 0.03%             | 2043-04-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                           | Turkiye Government International Bonds                                          | CUSIP: 900123CG3<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    200000 | PA      | $186546.39    | 0.03%             | 2045-02-17      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bonds                                           | Turkiye Government International Bonds                                          | CUSIP: 900123CM0<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    400000 | PA      | $329219.46    | 0.06%             | 2047-05-11      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| 200 PARK FUNDING TRUST                                                           | 200 Park Funding Trust                                                          | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $196022.95    | 0.03%             | 2055-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                                                         | Tyco Electronics Group SA                                                       | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     40000 | PA      | $47466.22     | 0.01%             | 2037-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47267.17     | 0.01%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60271.84     | 0.01%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | Tyson Foods Inc                                                                 | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129689.66    | 0.02%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG                                                                    | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    225000 | PA      | $172335.03    | 0.03%             | 2043-02-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG                                                                    | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    225000 | PA      | $210610.35    | 0.04%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS Group AG                                                                    | CUSIP: 902613BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $199208.41    | 0.03%             | 2045-09-06      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                             | UPMC                                                                            | CUSIP: 90320WAH6<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24845.92     | 0.00%             | 2043-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                            | Uber Technologies Inc                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    105000 | PA      | $101875.76    | 0.02%             | 2054-09-15      | Fixed         | 5.35%                 | 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        |     15000 | PA      | $14290.48     | 0.00%             | 2052-07-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                            | Unilever Capital Corp                                                           | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     80000 | PA      | $50303.60     | 0.01%             | 2051-08-12      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CH3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     26000 | PA      | $33931.11     | 0.01%             | 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        |     50000 | PA      | $41678.89     | 0.01%             | 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        |     65000 | PA      | $51076.07     | 0.01%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16104.51     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     40000 | PA      | $28098.51     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     75000 | PA      | $45993.25     | 0.01%             | 2051-03-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27330.00     | 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        |     60000 | PA      | $58744.12     | 0.01%             | 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        |     40000 | PA      | $38233.35     | 0.01%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                                | Union Electric Co                                                               | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42251.88     | 0.01%             | 2055-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     80000 | PA      | $61533.01     | 0.01%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     95000 | PA      | $79393.59     | 0.01%             | 2045-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83140.37     | 0.01%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3712.59      | 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        |    105000 | PA      | $81003.48     | 0.01%             | 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        |     90000 | PA      | $73508.02     | 0.01%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     76000 | PA      | $68202.55     | 0.01%             | 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        |     35000 | PA      | $26758.80     | 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        |     35000 | PA      | $30526.04     | 0.01%             | 2048-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FC7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71550.96     | 0.01%             | 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        |     65000 | PA      | $56094.65     | 0.01%             | 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        |     40000 | PA      | $30426.23     | 0.01%             | 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        |    210000 | PA      | $155374.75    | 0.03%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    225000 | PA      | $158872.21    | 0.03%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     65000 | PA      | $45055.91     | 0.01%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29932.03     | 0.01%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $49342.36     | 0.01%             | 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        |     95000 | PA      | $74993.74     | 0.01%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24179.54     | 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        |    120000 | PA      | $78412.22     | 0.01%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27966.05     | 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        |     95000 | PA      | $68863.01     | 0.01%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35577.31     | 0.01%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13962.41     | 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        |     40000 | PA      | $37540.55     | 0.01%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                               | Union Pacific Corp                                                              | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142366.82    | 0.02%             | 2054-12-01      | Fixed         | 5.60%                 | 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        |     69973 | PA      | $73452.99     | 0.01%             | 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        |      4828 | PA      | $5002.83      | 0.00%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QAV0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    350000 | PA      | $350289.89    | 0.06%             | 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        |    250000 | PA      | $214981.60    | 0.04%             | 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        |    340000 | PA      | $282866.43    | 0.05%             | 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        |    300000 | PA      | $279721.79    | 0.05%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91086QBF4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $159727.38    | 0.03%             | 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        |    200000 | PA      | $153458.00    | 0.03%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAD2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $157205.57    | 0.03%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAL4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $163390.93    | 0.03%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $250401.67    | 0.04%             | 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        |    300000 | PA      | $242997.78    | 0.04%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAS9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $148096.88    | 0.02%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $193951.47    | 0.03%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $408705.45    | 0.07%             | 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        |    200000 | PA      | $195150.21    | 0.03%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BBC3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $431055.36    | 0.07%             | 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        |    200000 | PA      | $219407.48    | 0.04%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                            | Mexico Government International Bond                                            | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $210849.65    | 0.04%             | 2038-01-29      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    170000 | PA      | $189192.33    | 0.03%             | 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        |     65000 | PA      | $63440.49     | 0.01%             | 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        |     45000 | PA      | $36642.60     | 0.01%             | 2042-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18822.92     | 0.00%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    132000 | PA      | $103722.70    | 0.02%             | 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        |     75000 | PA      | $63135.44     | 0.01%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61062.32     | 0.01%             | 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        |    125000 | PA      | $122428.22    | 0.02%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    115000 | PA      | $107177.72    | 0.02%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114115.80    | 0.02%             | 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        |     30000 | PA      | $29562.08     | 0.00%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                                            | United Parcel Service Inc                                                       | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137000.44    | 0.02%             | 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        |     90000 | PA      | $94802.98     | 0.02%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    300000 | PA      | $298265.63    | 0.05%             | 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        |   1300000 | PA      | $1321937.50   | 0.22%             | 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        |   1630000 | PA      | $1632037.50   | 0.27%             | 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        |   1350000 | PA      | $1385015.63   | 0.23%             | 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        |   2137000 | PA      | $2131657.50   | 0.36%             | 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        |    650000 | PA      | $611304.69    | 0.10%             | 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        |   2026000 | PA      | $1984846.88   | 0.33%             | 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        |    270000 | PA      | $279239.06    | 0.05%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    600000 | PA      | $505218.75    | 0.08%             | 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        |   2600000 | PA      | $2180343.75   | 0.37%             | 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        |   1000000 | PA      | $820468.75    | 0.14%             | 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        |   1450000 | PA      | $1142328.13   | 0.19%             | 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        |   4355000 | PA      | $3416633.59   | 0.57%             | 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        |   4486000 | PA      | $3700950.00   | 0.62%             | 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        |   3150000 | PA      | $2494406.25   | 0.42%             | 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        |   1450000 | PA      | $1277585.94   | 0.21%             | 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        |   2300000 | PA      | $2057421.88   | 0.34%             | 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        |   2600000 | PA      | $2279468.75   | 0.38%             | 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        |   1450000 | PA      | $1222757.81   | 0.20%             | 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        |   1400000 | PA      | $1133125.00   | 0.19%             | 2044-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2130000 | PA      | $1543917.19   | 0.26%             | 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        |    300000 | PA      | $236250.00    | 0.04%             | 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        |    500000 | PA      | $384140.63    | 0.06%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    500000 | PA      | $391328.13    | 0.07%             | 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        |    895000 | PA      | $638946.09    | 0.11%             | 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        |   1750000 | PA      | $1245234.38   | 0.21%             | 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        |   1922000 | PA      | $1297950.63   | 0.22%             | 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        |    850000 | PA      | $644140.63    | 0.11%             | 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        |   1300000 | PA      | $1004046.88   | 0.17%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1700000 | PA      | $1246843.75   | 0.21%             | 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        |   3120000 | PA      | $2281500.00   | 0.38%             | 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        |   3835000 | PA      | $2930179.69   | 0.49%             | 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        |   4247000 | PA      | $3311996.41   | 0.55%             | 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        |   4840000 | PA      | $3679156.25   | 0.62%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                           | U.S. Treasury Bonds                                                             | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $3481625.00   | 0.58%             | 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        |   4320000 | PA      | $3186000.00   | 0.53%             | 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        |   4700000 | PA      | $3034437.50   | 0.51%             | 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        |   3960000 | PA      | $2619787.50   | 0.44%             | 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        |   4170000 | PA      | $2522850.00   | 0.42%             | 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        |   3600000 | PA      | $1785937.50   | 0.30%             | 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        |   3890000 | PA      | $1981468.75   | 0.33%             | 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        |    498000 | PA      | $318720.00    | 0.05%             | 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        |   4131000 | PA      | $2672240.63   | 0.45%             | 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        |   6245000 | PA      | $3392791.41   | 0.57%             | 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        |   5757000 | PA      | $3809514.84   | 0.64%             | 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        |   6658000 | PA      | $3849156.25   | 0.64%             | 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        |   5970000 | PA      | $4253625.00   | 0.71%             | 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        |   7889000 | PA      | $5136478.59   | 0.86%             | 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        |   5213000 | PA      | $3911379.06   | 0.65%             | 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        |   7261000 | PA      | $4305546.09   | 0.72%             | 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        |   7638000 | PA      | $5253511.88   | 0.88%             | 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        |   7324000 | PA      | $4191845.63   | 0.70%             | 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        |   6235000 | PA      | $4438540.63   | 0.74%             | 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        |   6150000 | PA      | $3858164.06   | 0.65%             | 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        |   5390000 | PA      | $4045026.56   | 0.68%             | 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        |   3852000 | PA      | $2778856.88   | 0.47%             | 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        |   3690000 | PA      | $3137076.56   | 0.53%             | 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        |   4710000 | PA      | $3482456.25   | 0.58%             | 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        |   4840000 | PA      | $4171475.00   | 0.70%             | 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        |   5710000 | PA      | $5097959.38   | 0.85%             | 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        |   4900000 | PA      | $4579968.75   | 0.77%             | 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        |   6499000 | PA      | $5426665.00   | 0.91%             | 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        |   2914000 | PA      | $2675416.25   | 0.45%             | 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        |   6021000 | PA      | $5021890.31   | 0.84%             | 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        |   4730000 | PA      | $4333123.44   | 0.73%             | 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        |   6515000 | PA      | $5945955.47   | 1.00%             | 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        |   4324000 | PA      | $4217251.25   | 0.71%             | 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        |   6776000 | PA      | $6844818.75   | 1.15%             | 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        |   5227000 | PA      | $5333990.16   | 0.89%             | 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        |   6100000 | PA      | $5686343.75   | 0.95%             | 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        |   4945000 | PA      | $4887823.44   | 0.82%             | 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        |   7110000 | PA      | $7055564.06   | 1.18%             | 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        |   4550000 | PA      | $4563507.81   | 0.76%             | 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        |   6724000 | PA      | $6266978.13   | 1.05%             | 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        |   3999000 | PA      | $3750937.03   | 0.63%             | 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        |   7158000 | PA      | $6958918.13   | 1.17%             | 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        |   4336000 | PA      | $4340742.50   | 0.73%             | 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        |   7529000 | PA      | $7472532.50   | 1.25%             | 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        |   6541000 | PA      | $6649335.31   | 1.11%             | 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        |   6901000 | PA      | $6990497.34   | 1.17%             | 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        |   4377000 | PA      | $4592430.47   | 0.77%             | 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        |   4317000 | PA      | $4375009.69   | 0.73%             | 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        |   3035000 | PA      | $3132214.84   | 0.52%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES STEEL CORP                                                         | United States Steel Corp                                                        | CUSIP: 912909AD0<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31836.03     | 0.01%             | 2037-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     70000 | PA      | $76901.91     | 0.01%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     65000 | PA      | $72033.76     | 0.01%             | 2038-07-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017BS7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10613.71     | 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        |    350000 | PA      | $319593.30    | 0.05%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     51000 | PA      | $43161.47     | 0.01%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    125000 | PA      | $98483.06     | 0.02%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     75000 | PA      | $61682.72     | 0.01%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47516.89     | 0.01%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                         | RTX Corp                                                                        | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    180000 | PA      | $159651.70    | 0.03%             | 2048-11-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $96748.47     | 0.02%             | 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        |     50000 | PA      | $56494.43     | 0.01%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $74350.57     | 0.01%             | 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        |     80000 | PA      | $93284.12     | 0.02%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53537.48     | 0.01%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83424.73     | 0.01%             | 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        |    100000 | PA      | $89543.28     | 0.01%             | 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        |     55000 | PA      | $46264.35     | 0.01%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    103000 | PA      | $89680.34     | 0.02%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    122000 | PA      | $111419.11    | 0.02%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $87500.03     | 0.01%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71299.58     | 0.01%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $69875.38     | 0.01%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $125041.94    | 0.02%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $119893.97    | 0.02%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109795.59    | 0.02%             | 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        |    140000 | PA      | $105918.22    | 0.02%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $95769.92     | 0.02%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $53072.38     | 0.01%             | 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        |    125000 | PA      | $81171.87     | 0.01%             | 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        |     90000 | PA      | $56156.95     | 0.01%             | 2060-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    170000 | PA      | $130697.97    | 0.02%             | 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        |    245000 | PA      | $169173.33    | 0.03%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    205000 | PA      | $181009.31    | 0.03%             | 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        |     95000 | PA      | $83564.83     | 0.01%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149213.24    | 0.02%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    160000 | PA      | $167606.03    | 0.03%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    205000 | PA      | $188813.37    | 0.03%             | 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        |    155000 | PA      | $142521.89    | 0.02%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    165000 | PA      | $159463.48    | 0.03%             | 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        |    120000 | PA      | $115488.90    | 0.02%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110841.95    | 0.02%             | 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        |    205000 | PA      | $205329.25    | 0.03%             | 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        |    155000 | PA      | $155416.01    | 0.03%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                           | UnitedHealth Group Inc                                                          | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26182.06     | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | 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: 913366DF4<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |    150000 | PA      | $163172.22    | 0.03%             | 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: 913366KC3<br>LEI: RRR42I7GG51DB5HDQR14 | Long             | DBT              | MUN               | US        |     65000 | PA      | $42588.01     | 0.01%             | 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        |    225000 | PA      | $146104.47    | 0.02%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| UNITYPOINT HEALTH                                                                | Iowa Health System                                                              | CUSIP: 91338CAA3<br>LEI: 549300M1J9QXG1NVRE79 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30407.67     | 0.01%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA REVENUES                                                     | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $125705.80    | 0.02%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA CA REVENUES                                                  | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $136855.29    | 0.02%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: —       |
| UNIVERSITY OF CHICAGO                                                            | University of Chicago/The                                                       | CUSIP: 91412NBC3<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80192.97     | 0.01%             | 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        |     25000 | PA      | $20029.69     | 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        |     25000 | PA      | $16468.05     | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MIAMI                                                              | University of Miami                                                             | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4095.66      | 0.00%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI                                                             | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $150311.23    | 0.03%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF NOTRE DAME                                                               | University of Notre Dame du Lac                                                 | CUSIP: 914744AD9<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59336.17     | 0.01%             | 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        |     71000 | PA      | $54265.05     | 0.01%             | 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        |     10000 | PA      | $8455.12      | 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        |     35000 | PA      | $22910.67     | 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        |     65000 | PA      | $39271.54     | 0.01%             | 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        |     30000 | PA      | $28973.03     | 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        |     85000 | PA      | $71379.23     | 0.01%             | 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        |    105000 | PA      | $85834.71     | 0.01%             | 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        |     10000 | PA      | $5968.24      | 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        |     50000 | PA      | $32470.59     | 0.01%             | 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        |     35000 | PA      | $23483.33     | 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        |      5000 | PA      | $4743.92      | 0.00%             | 2053-10-01      | Fixed         | 4.98%                 | 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        |    150000 | PA      | $145698.22    | 0.02%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                               | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     45000 | PA      | $34663.39     | 0.01%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA VA UNIV REVENUES                                               | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    270000 | PA      | $160993.40    | 0.03%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: —       |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65231.20     | 0.01%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40851.41     | 0.01%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19176.81     | 0.00%             | 2051-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAS5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     65000 | PA      | $53338.76     | 0.01%             | 2041-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                       | Unum Group                                                                      | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24843.18     | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                                          | VF Corp                                                                         | CUSIP: 918204AT5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     35000 | PA      | $33441.42     | 0.01%             | 2037-11-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     80000 | PA      | $90648.13     | 0.02%             | 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        |     65000 | PA      | $73720.71     | 0.01%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| VALE OVERSEAS LIMITED                                                            | Vale Overseas Ltd                                                               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    105000 | PA      | $107980.16    | 0.02%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| VALE SA                                                                          | Vale SA                                                                         | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    110000 | PA      | $111079.19    | 0.02%             | 2042-09-11      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    135000 | PA      | $150626.05    | 0.03%             | 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        |     65000 | PA      | $58795.55     | 0.01%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     80000 | PA      | $56088.01     | 0.01%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                               | Valero Energy Corp                                                              | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37355.97     | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                                                           | Valmont Industries Inc                                                          | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19030.67     | 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        |     65000 | PA      | $61354.38     | 0.01%             | 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        |     30000 | PA      | $30140.76     | 0.01%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     25000 | PA      | $21218.04     | 0.00%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                 | Ventas Realty LP                                                                | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     40000 | PA      | $35491.77     | 0.01%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                            | Venture Global Plaquemines LNG LLC                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104868.75    | 0.02%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     42000 | PA      | $38618.41     | 0.01%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81015.41     | 0.01%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55496.43     | 0.01%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    190000 | PA      | $171622.58    | 0.03%             | 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        |     75000 | PA      | $67493.04     | 0.01%             | 2054-08-21      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    135000 | PA      | $127498.73    | 0.02%             | 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        |    155000 | PA      | $132312.58    | 0.02%             | 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        |     80000 | PA      | $68011.18     | 0.01%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81403.68     | 0.01%             | 2046-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    135000 | PA      | $130045.23    | 0.02%             | 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        |     60000 | PA      | $54884.44     | 0.01%             | 2049-04-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71124.13     | 0.01%             | 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        |     75000 | PA      | $73558.62     | 0.01%             | 2047-03-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    145000 | PA      | $112827.50    | 0.02%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    335000 | PA      | $243646.76    | 0.04%             | 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        |    280000 | PA      | $177027.72    | 0.03%             | 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        |    165000 | PA      | $98692.00     | 0.02%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    313000 | PA      | $190710.00    | 0.03%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    470000 | PA      | $340905.33    | 0.06%             | 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        |    300000 | PA      | $208343.77    | 0.03%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    395000 | PA      | $312085.41    | 0.05%             | 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        |    140000 | PA      | $102217.67    | 0.02%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    125000 | PA      | $94758.90     | 0.02%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102660.75    | 0.02%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25570.83     | 0.00%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                           | Verizon Communications Inc                                                      | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176500.41    | 0.03%             | 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        |    125000 | PA      | $126071.75    | 0.02%             | 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        |    130000 | PA      | $131392.44    | 0.02%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29739.25     | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21986.32     | 0.00%             | 2050-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | Verisk Analytics Inc                                                            | CUSIP: 92345YAN6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50693.06     | 0.01%             | 2036-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    129000 | PA      | $135450.98    | 0.02%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    135000 | PA      | $102083.23    | 0.02%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98947.87     | 0.02%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24357.37     | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | Paramount Global                                                                | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     95000 | PA      | $73930.47     | 0.01%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $114632.57    | 0.02%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $133931.92    | 0.02%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     85000 | PA      | $79870.43     | 0.01%             | 2052-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                               | VICI Properties LP                                                              | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     40000 | PA      | $40025.37     | 0.01%             | 2054-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     55000 | PA      | $59585.28     | 0.01%             | 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        |     55000 | PA      | $59597.35     | 0.01%             | 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        |     10000 | PA      | $11139.77     | 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        |     55000 | PA      | $74295.91     | 0.01%             | 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        |     70000 | PA      | $58463.78     | 0.01%             | 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        |     85000 | PA      | $77315.18     | 0.01%             | 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        |     80000 | PA      | $70532.13     | 0.01%             | 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        |     35000 | PA      | $29583.21     | 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        |     75000 | PA      | $60845.99     | 0.01%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     84000 | PA      | $65753.77     | 0.01%             | 2047-09-15      | 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        |     25000 | PA      | $21894.62     | 0.00%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     75000 | PA      | $52817.48     | 0.01%             | 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        |     65000 | PA      | $37973.32     | 0.01%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    110000 | PA      | $70671.29     | 0.01%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     85000 | PA      | $73221.83     | 0.01%             | 2052-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60284.25     | 0.01%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     55000 | PA      | $52772.58     | 0.01%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14877.14     | 0.00%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24999.47     | 0.00%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                         | Virginia Electric and Power Co                                                  | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119397.89    | 0.02%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    135000 | PA      | $131598.67    | 0.02%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    320000 | PA      | $283392.38    | 0.05%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47575.82     | 0.01%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     97000 | PA      | $75334.30     | 0.01%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | Visa Inc                                                                        | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    160000 | PA      | $88584.89     | 0.01%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     98000 | PA      | $107336.66    | 0.02%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $49550.31     | 0.01%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $108177.17    | 0.02%             | 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        |    190000 | PA      | $167992.56    | 0.03%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     87000 | PA      | $69165.98     | 0.01%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBX7<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    115000 | PA      | $91166.08     | 0.02%             | 2081-06-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | Vodafone Group PLC                                                              | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     90000 | PA      | $87434.33     | 0.01%             | 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        |     30000 | PA      | $28956.16     | 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        |    205000 | PA      | $202279.39    | 0.03%             | 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        |     75000 | PA      | $74043.23     | 0.01%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC/WESTFIEL                                                         | WEA Finance LLC / Westfield UK & Europe Finance PLC                             | CUSIP: 92890HAD4<br>LEI: N/A                  | Long             | DBT              |  | US        |     10000 | PA      | $8700.53      | 0.00%             | 2044-09-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                               | Voya Financial Inc                                                              | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31494.02     | 0.01%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61320.06     | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     85000 | PA      | $76041.34     | 0.01%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                                                              | Vulcan Materials Co                                                             | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35706.07     | 0.01%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WGL HOLDINGS INC                                                                 | WGL Holdings Inc                                                                | CUSIP: 92924FAB2<br>LEI: 549300FMXG4FL88R7K50 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12595.21     | 0.00%             | 2044-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WEA FINANCE LLC                                                                  | WEA Finance LLC                                                                 | CUSIP: 92928QAD0<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              |  | US        |     60000 | PA      | $49435.41     | 0.01%             | 2048-09-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WK KELLOGG FOUNDATION TR                                                         | WK Kellogg Foundation Trust                                                     | CUSIP: 92942HAA8<br>LEI: 549300COGKZN05K8P881 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3035.96      | 0.00%             | 2050-10-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                              | Wells Fargo Bank NA                                                             | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    250000 | PA      | $283233.76    | 0.05%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142CK7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     35000 | PA      | $40978.15     | 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        |     75000 | PA      | $85643.84     | 0.01%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     85000 | PA      | $91941.82     | 0.02%             | 2040-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142CY7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61760.54     | 0.01%             | 2040-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     80000 | PA      | $86044.89     | 0.01%             | 2041-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142DG5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43966.49     | 0.01%             | 2043-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142DQ3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54451.96     | 0.01%             | 2044-04-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15836.52     | 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        |    125000 | PA      | $117852.40    | 0.02%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    180000 | PA      | $152712.86    | 0.03%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     45000 | PA      | $31403.40     | 0.01%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EU3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    140000 | PA      | $102241.07    | 0.02%             | 2041-09-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    180000 | PA      | $115578.00    | 0.02%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71878.36     | 0.01%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                      | Walmart Inc                                                                     | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     95000 | PA      | $85710.05     | 0.01%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                                | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    150000 | PA      | $32993.71     | 0.01%             | 2037-03-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                                                          | Washington Gas Light Co                                                         | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35180.97     | 0.01%             | 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        |     52000 | PA      | $38593.26     | 0.01%             | 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        |     35000 | PA      | $26031.35     | 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        |      5000 | PA      | $3889.56      | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $37455.24     | 0.01%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                            | Waste Connections Inc                                                           | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $55999.24     | 0.01%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBC2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34142.40     | 0.01%             | 2045-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     85000 | PA      | $71344.65     | 0.01%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $30512.03     | 0.01%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23160.20     | 0.00%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                             | Waste Management Inc                                                            | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129167.35    | 0.02%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26642.29     | 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        |     40000 | PA      | $43913.61     | 0.01%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94984.29     | 0.02%             | 2042-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     45000 | PA      | $40652.04     | 0.01%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | Elevance Health Inc                                                             | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     56000 | PA      | $53279.18     | 0.01%             | 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        |     95000 | PA      | $84575.24     | 0.01%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57513.21     | 0.01%             | 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        |    250000 | PA      | $251836.93    | 0.04%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    201000 | PA      | $197853.73    | 0.03%             | 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        |    215000 | PA      | $191323.19    | 0.03%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    210000 | PA      | $173567.07    | 0.03%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    188000 | PA      | $171296.67    | 0.03%             | 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        |    215000 | PA      | $182898.88    | 0.03%             | 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        |    200000 | PA      | $178480.23    | 0.03%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    525000 | PA      | $492500.43    | 0.08%             | 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        |    285000 | PA      | $225051.82    | 0.04%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | Wells Fargo & Co                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    295000 | PA      | $259986.35    | 0.04%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                                 | Welltower OP LLC                                                                | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     55000 | PA      | $52002.73     | 0.01%             | 2048-09-01      | Fixed         | 4.95%                 | 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        |     40000 | PA      | $25944.65     | 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        |     41000 | PA      | $35093.41     | 0.01%             | 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        |     45000 | PA      | $38024.94     | 0.01%             | 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        |     35000 | PA      | $29637.18     | 0.00%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                            | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     35000 | PA      | $24343.88     | 0.00%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTERN AND SOUTHRN LIFE                                                         | Western And Southern Life Insurance Co/The                                      | CUSIP: 95765PAA7<br>LEI: IN763J7JWIZ46OJ1T526 | Long             | DBT              | CORP              | US        |     55000 | PA      | $51213.66     | 0.01%             | 2049-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WESTERN AND SOUTHRN LIFE                                                         | Western And Southern Life Insurance Co/The                                      | CUSIP: 95765PAE9<br>LEI: IN763J7JWIZ46OJ1T526 | Long             | DBT              | CORP              | US        |     60000 | PA      | $42022.50     | 0.01%             | 2061-04-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     65000 | PA      | $59583.58     | 0.01%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     66000 | PA      | $57402.47     | 0.01%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35463.31     | 0.01%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                         | Western Midstream Operating LP                                                  | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69409.45     | 0.01%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                             | Western Union Co/The                                                            | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31504.60     | 0.01%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     71000 | PA      | $61228.62     | 0.01%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     55000 | PA      | $42979.95     | 0.01%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     30000 | PA      | $20587.14     | 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        |     70000 | PA      | $43174.31     | 0.01%             | 2051-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                    | Westlake Corp                                                                   | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40089.99     | 0.01%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     95000 | PA      | $89008.37     | 0.01%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     70000 | PA      | $54162.83     | 0.01%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                             | Westpac Banking Corp                                                            | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     70000 | PA      | $53593.21     | 0.01%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                  | Weyerhaeuser Co                                                                 | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     65000 | PA      | $50728.37     | 0.01%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | Whirlpool Corp                                                                  | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     56000 | PA      | $43167.18     | 0.01%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                                   | Whirlpool Corp                                                                  | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     60000 | PA      | $45860.92     | 0.01%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| RICE UNIVERSITY                                                                  | William Marsh Rice University                                                   | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80932.62     | 0.01%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75779.72     | 0.01%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     95000 | PA      | $89102.80     | 0.01%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65535.34     | 0.01%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10332.52     | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92873.61     | 0.02%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80060.13     | 0.01%             | 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        |    105000 | PA      | $114519.78    | 0.02%             | 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        |     55000 | PA      | $55536.09     | 0.01%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58391.81     | 0.01%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                           | Williams Cos Inc/The                                                            | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45466.46     | 0.01%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32047.56     | 0.01%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     55000 | PA      | $41742.57     | 0.01%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | Willis North America Inc                                                        | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81048.75     | 0.01%             | 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        |     34000 | PA      | $30374.38     | 0.01%             | 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        |     45000 | PA      | $28832.52     | 0.00%             | 2051-03-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656BZ0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32373.72     | 0.01%             | 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        |     15000 | PA      | $12753.84     | 0.00%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                                         | Wisconsin Electric Power Co                                                     | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9409.42      | 0.00%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BE6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27794.63     | 0.00%             | 2037-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                                          | Wisconsin Power and Light Co                                                    | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14813.45     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                                         | Wisconsin Public Service Corp                                                   | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16115.59     | 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        |     40000 | PA      | $36568.63     | 0.01%             | 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        |     15000 | PA      | $10668.24     | 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        |     40000 | PA      | $25666.64     | 0.00%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                             | Woodside Finance Ltd                                                            | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     75000 | PA      | $71889.75     | 0.01%             | 2054-09-12      | Fixed         | 5.70%                 | 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        |   6530000 | NS      | $6530000.00   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |
| WYETH LLC                                                                        | Wyeth LLC                                                                       | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     55000 | PA      | $60300.81     | 0.01%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                                                        | Wyeth LLC                                                                       | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    205000 | PA      | $223566.18    | 0.04%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44165.62     | 0.01%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                  | Xcel Energy Inc                                                                 | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     70000 | PA      | $50522.49     | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XEROX CORPORATION                                                                | Xerox Corp                                                                      | CUSIP: 984121CB7<br>LEI: 4KF48RN45X1OO8UBLY20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $16992.63     | 0.00%             | 2039-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA                                                          | Glencore Finance Canada Ltd                                                     | CUSIP: 98417EAC4<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |     49000 | PA      | $55868.29     | 0.01%             | 2037-11-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA                                                          | Glencore Finance Canada Ltd                                                     | CUSIP: 98417EAN0<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $41707.26     | 0.01%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLENCORE FINANCE CANADA                                                          | Glencore Finance Canada Ltd                                                     | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $53912.09     | 0.01%             | 2042-10-25      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                                        | Xylem Inc/NY                                                                    | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25875.14     | 0.00%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XL GROUP LTD                                                                     | XL Group Ltd                                                                    | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |     50000 | PA      | $47820.75     | 0.01%             | 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        |     55000 | PA      | $32991.73     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| YALE UNIVERSITY                                                                  | Yale University                                                                 | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     43000 | PA      | $26456.84     | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                                  | Yum! Brands Inc                                                                 | CUSIP: 988498AD3<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44841.75     | 0.01%             | 2037-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                                                  | Yum! Brands Inc                                                                 | CUSIP: 988498AK7<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29285.83     | 0.00%             | 2043-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     45000 | PA      | $47278.58     | 0.01%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                           | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39555.91     | 0.01%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111420.38    | 0.02%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48912.93     | 0.01%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34877.50     | 0.01%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | Zoetis Inc                                                                      | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     45000 | PA      | $30369.88     | 0.01%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                              | Suzano Austria GmbH                                                             | CUSIP: 000000000<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $220733.86    | 0.04%             | 2047-03-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHINA OVERSEAS FIN KY V                                                          | China Overseas Finance Cayman V Ltd                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    200000 | PA      | $192367.47    | 0.03%             | 2042-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUBAI GOVT INT'L BONDS                                                           | Emirate of Dubai Government International Bonds                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $203538.49    | 0.03%             | 2043-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Global Sukuk Co. 2                                             | Saudi Electricity Global Sukuk Co 2                                             | CUSIP: 000000000<br>LEI: 549300NU3VI6NLNU1575 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $196643.21    | 0.03%             | 2043-04-08      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                           | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $223131.63    | 0.04%             | 2045-07-21      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                                                                | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |    100000 | PA      | $21988.55     | 0.00%             | 2035-11-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                                             | Qatar Government International Bonds                                            | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    200000 | PA      | $188988.02    | 0.03%             | 2046-06-02      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                                             | Saudi Government International Bonds                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    600000 | PA      | $523435.47    | 0.09%             | 2046-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                             | Egypt Government International Bonds                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $186359.31    | 0.03%             | 2047-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| ABU DHABI CRUDE OIL                                                              | Abu Dhabi Crude Oil Pipeline LLC                                                | CUSIP: 000000000<br>LEI: 549300DONDFW2383FV66 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $187656.71    | 0.03%             | 2047-11-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                                           | Nigeria Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $185174.22    | 0.03%             | 2047-11-28      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                                              | Oman Government International Bonds                                             | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $221981.04    | 0.04%             | 2048-01-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                                                              | Senegal Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |    200000 | PA      | $111618.36    | 0.02%             | 2048-03-13      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KazMunayGas National Co. JSC                                                     | KazMunayGas National Co. JSC                                                    | CUSIP: 000000000<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |    200000 | PA      | $202716.15    | 0.03%             | 2048-10-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Angola Government International Bonds                                            | Angola Government International Bonds                                           | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |    200000 | PA      | $173991.36    | 0.03%             | 2048-05-08      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| DP WORLD LTD UAE                                                                 | DP World Ltd/United Arab Emirates                                               | CUSIP: 000000000<br>LEI: 549300M3U2DNF4QVSS04 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $199080.64    | 0.03%             | 2048-09-25      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                                             | Qatar Government International Bonds                                            | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    600000 | PA      | $579722.77    | 0.10%             | 2049-03-14      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                           | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $168353.86    | 0.03%             | 2049-04-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                             | Saudi Arabian Oil Co                                                            | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    400000 | PA      | $364010.84    | 0.06%             | 2039-04-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                                         | Abu Dhabi Government International Bonds                                        | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    400000 | PA      | $291734.07    | 0.05%             | 2049-09-30      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ABU DHABI NATIONAL ENERG                                                         | Abu Dhabi National Energy Co PJSC                                               | CUSIP: 000000000<br>LEI: 213800UNJSVQFNUYYW03 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $164377.93    | 0.03%             | 2049-10-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ADANI TRANS STEP-ONE LTD                                                         | Adani Transmission Step-One Ltd                                                 | CUSIP: 000000000<br>LEI: 335800Z8CGS7O7D72N41 | Long             | DBT              | CORP              | IN        |    133000 | PA      | $119553.23    | 0.02%             | 2036-05-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHINA GOVT INTL BOND                                                             | China Government International Bond                                             | CUSIP: 000000000<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    200000 | PA      | $179652.90    | 0.03%             | 2039-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                                             | Saudi Government International Bonds                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $145901.30    | 0.02%             | 2055-01-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Qatar Government International Bonds                                             | Qatar Government International Bonds                                            | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    400000 | PA      | $362703.14    | 0.06%             | 2050-04-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                                         | Abu Dhabi Government International Bonds                                        | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    400000 | PA      | $330123.24    | 0.06%             | 2050-04-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                                             | Saudi Government International Bonds                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $165722.18    | 0.03%             | 2060-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                                                  | State of Israel                                                                 | CUSIP: 000000000<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    600000 | PA      | $411187.91    | 0.07%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                                | MDGH GMTN RSC Ltd                                                               | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $161631.85    | 0.03%             | 2050-05-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                             | Egypt Government International Bonds                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $192392.63    | 0.03%             | 2050-05-29      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                           | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    400000 | PA      | $274115.66    | 0.05%             | 2051-02-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Finance Department Government of Sharjah                                         | Finance Department Government of Sharjah                                        | CUSIP: 000000000<br>LEI: 254900ZNL8O3F1CLJO24 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $139589.89    | 0.02%             | 2050-07-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ecuador Government International Bonds                                           | Ecuador Government International Bonds                                          | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |    310000 | PA      | $232587.60    | 0.04%             | 2040-07-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                                            | Argentina Bonar Bonds                                                           | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    315000 | PA      | $228640.25    | 0.04%             | 2038-01-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Argentina Bonar Bonds                                                            | Argentina Bonar Bonds                                                           | CUSIP: 000000000<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     59000 | PA      | $38764.30     | 0.01%             | 2041-07-09      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                                         | Abu Dhabi Government International Bonds                                        | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $115930.85    | 0.02%             | 2070-09-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                           | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $176185.99    | 0.03%             | 2036-03-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                           | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    200000 | PA      | $163549.29    | 0.03%             | 2040-09-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                           | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $129752.29    | 0.02%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                           | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    400000 | PA      | $271699.67    | 0.05%             | 2050-11-24      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bonds                                           | Morocco Government International Bonds                                          | CUSIP: 000000000<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |    400000 | PA      | $291159.72    | 0.05%             | 2050-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                            | Mexico Government International Bonds                                           | CUSIP: 91087BAP5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $120237.69    | 0.02%             | 2071-04-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                                              | Oman Government International Bonds                                             | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $229578.95    | 0.04%             | 2051-01-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                                             | Saudi Government International Bonds                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $132618.94    | 0.02%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                             | Egypt Government International Bonds                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $165914.78    | 0.03%             | 2061-02-16      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GALAXY PIPELINE ASSETS                                                           | Galaxy Pipeline Assets Bidco Ltd                                                | CUSIP: 000000000<br>LEI: 549300L82YB0C6JQIC26 | Long             | DBT              | CORP              | JE        |    173276 | PA      | $147443.85    | 0.02%             | 2040-09-30      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bonds                                             | Chile Government International Bonds                                            | CUSIP: 000000000<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    200000 | PA      | $146235.24    | 0.02%             | 2053-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                                | MDGH GMTN RSC Ltd                                                               | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $145873.78    | 0.02%             | 2051-06-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| INDOFOOD CBP SUKSES MAKM                                                         | Indofood CBP Sukses Makmur Tbk PT                                               | CUSIP: 000000000<br>LEI: 254900YKZW9GRKZZN285 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $172469.30    | 0.03%             | 2051-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                                         | OCP SA                                                                          | CUSIP: 000000000<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $165439.89    | 0.03%             | 2051-06-23      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                      | QatarEnergy                                                                     | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    400000 | PA      | $284474.38    | 0.05%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| QatarEnergy                                                                      | QatarEnergy                                                                     | CUSIP: 000000000<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    400000 | PA      | $309449.76    | 0.05%             | 2041-07-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                                         | Provincia de Buenos Aires/Government Bonds                                      | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |    505120 | PA      | $364236.68    | 0.06%             | 2037-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                                                         | Provincia de Buenos Aires/Government Bonds                                      | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     80000 | PA      | $50875.25     | 0.01%             | 2037-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                                         | Abu Dhabi Government International Bonds                                        | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $139789.29    | 0.02%             | 2051-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                                           | Hungary Government International Bonds                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $124564.18    | 0.02%             | 2051-09-21      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Nigeria Government International Bonds                                           | Nigeria Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |    200000 | PA      | $193012.64    | 0.03%             | 2051-09-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bonds                                               | UAE International Government Bonds                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $140218.44    | 0.02%             | 2061-10-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                                             | Saudi Government International Bonds                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $136149.65    | 0.02%             | 2051-11-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EIG PEARL HOLDINGS SARL                                                          | EIG Pearl Holdings Sarl                                                         | CUSIP: 000000000<br>LEI: 549300KIMRL45BWA5H76 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $167795.92    | 0.03%             | 2046-11-30      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| UAE International Government Bonds                                               | UAE International Government Bonds                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $195333.76    | 0.03%             | 2052-07-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                                           | Hungary Government International Bonds                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $214823.55    | 0.04%             | 2052-09-25      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                           | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    150000 | PA      | $164630.57    | 0.03%             | 2053-01-17      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                                             | Saudi Government International Bonds                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    200000 | PA      | $183068.20    | 0.03%             | 2053-01-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                       | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $182742.29    | 0.03%             | 2053-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                                         | Greensaif Pipelines Bidco Sarl                                                  | CUSIP: 000000000<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    400000 | PA      | $435372.33    | 0.07%             | 2042-02-23      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                                         | Greensaif Pipelines Bidco Sarl                                                  | CUSIP: 000000000<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $213125.56    | 0.04%             | 2038-02-23      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bonds                                           | Hungary Government International Bonds                                          | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |    200000 | PA      | $200176.13    | 0.03%             | 2036-03-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                                             | Saudi Government International Bonds                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    400000 | PA      | $408340.94    | 0.07%             | 2054-01-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gaci First Investment Co.                                                        | Gaci First Investment Co.                                                       | CUSIP: 000000000<br>LEI: 558600TU1PWGNLZ3XM88 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $189129.18    | 0.03%             | 2054-01-29      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds                                       | Ivory Coast Government International Bonds                                      | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $209190.97    | 0.04%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                                           | Bahrain Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $216684.62    | 0.04%             | 2036-02-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                                         | Abu Dhabi Government International Bonds                                        | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $208758.66    | 0.03%             | 2054-04-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bonds                                            | Zambia Government International Bonds                                           | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |    200000 | PA      | $137919.90    | 0.02%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                           | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $197427.80    | 0.03%             | 2064-07-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co.                                                            | Saudi Arabian Oil Co.                                                           | CUSIP: 000000000<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    200000 | PA      | $197763.88    | 0.03%             | 2054-07-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bulgaria Government International Bonds                                          | Bulgaria Government International Bonds                                         | CUSIP: 000000000<br>LEI: 529900PG0XCL4LICL838 | Long             | DBT              | NUSS              | BG        |    100000 | PA      | $100217.08    | 0.02%             | 2037-03-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                           | Ukraine Government International Bonds                                          | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    140884 | PA      | $79102.86     | 0.01%             | 2036-02-01      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Ukraine Government International Bonds                                           | Ukraine Government International Bonds                                          | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |    187464 | PA      | $107082.88    | 0.02%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Adnoc Murban Rsc Ltd.                                                            | Adnoc Murban Rsc Ltd.                                                           | CUSIP: 000000000<br>LEI: 213800OWGH7RAYG61M70 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $191583.29    | 0.03%             | 2054-09-11      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Ghana Government International Bonds                                             | Ghana Government International Bonds                                            | CUSIP: 000000000<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |    100000 | PA      | $52810.79     | 0.01%             | 2037-01-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bonds                          | Republic of South Africa Government International Bonds                         | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    200000 | PA      | $214480.26    | 0.04%             | 2054-11-19      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                                         | Sri Lanka Government International Bonds                                        | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    188000 | PA      | $172047.41    | 0.03%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Sri Lanka Government International Bonds                                         | Sri Lanka Government International Bonds                                        | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |    150000 | PA      | $136206.90    | 0.02%             | 2036-05-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                           | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    130000 | PA      | $142862.21    | 0.02%             | 2037-02-10      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Republic of Kenya Government International Bonds                                 | Republic of Kenya Government International Bonds                                | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |    200000 | PA      | $202033.38    | 0.03%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| MTR CORP LTD                                                                     | MTR Corp Ltd                                                                    | CUSIP: 000000000<br>LEI: 254900IH4U9NHH9AQM97 | Long             | DBT              | CORP              | HK        |    200000 | PA      | $206305.28    | 0.03%             | 2055-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ivory Coast Government International Bonds                                       | Ivory Coast Government International Bonds                                      | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $207162.73    | 0.03%             | 2036-04-01      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Jordan Government International Bonds                                            | Jordan Government International Bonds                                           | CUSIP: 000000000<br>LEI: 5493000JZ4MYPVMBVN50 | Long             | DBT              | NUSS              | JO        |    200000 | PA      | $199583.07    | 0.03%             | 2047-10-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bonds                                              | Oman Government International Bonds                                             | CUSIP: 000000000<br>LEI: 549300SZ20F0QTKNQC75 | Long             | DBT              | NUSS              | OM        |    200000 | PA      | $218045.28    | 0.04%             | 2047-03-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Abu Dhabi Government International Bonds                                         | Abu Dhabi Government International Bonds                                        | CUSIP: 000000000<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |    200000 | PA      | $174568.02    | 0.03%             | 2047-10-11      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ICL GROUP LIMITED                                                                | ICL Group Ltd                                                                   | CUSIP: 000000000<br>LEI: 529900FQVQD88SHIGM04 | Long             | DBT              | CORP              | IL        |     60000 | PA      | $62191.06     | 0.01%             | 2038-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Romania Government International Bonds                                           | Romania Government International Bonds                                          | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |    140000 | PA      | $115830.35    | 0.02%             | 2048-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                         | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    400000 | PA      | $370613.46    | 0.06%             | 2049-04-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| STATE OF QATAR                                                                   | Qatar Government International Bond                                             | CUSIP: 000000000<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | QA        |    500000 | PA      | $503166.27    | 0.08%             | 2048-04-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $189128.27    | 0.03%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| MDGH GMTN RSC LTD                                                                | MDGH GMTN RSC Ltd                                                               | CUSIP: 000000000<br>LEI: 213800WRY6FRL9IXLT77 | Long             | DBT              | CORP              | AE        |    200000 | PA      | $155131.96    | 0.03%             | 2049-11-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bahrain Government International Bonds                                           | Bahrain Government International Bonds                                          | CUSIP: 000000000<br>LEI: 549300RODM1WN85LFQ95 | Long             | DBT              | NUSS              | BH        |    200000 | PA      | $181822.08    | 0.03%             | 2044-09-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KAZAKHSTAN                                                           | Kazakhstan Government International Bond                                        | CUSIP: 000000000<br>LEI: 5493007OEK8EF02UO833 | Long             | DBT              | NUSS              | KZ        |    200000 | PA      | $185086.38    | 0.03%             | 2044-10-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Egypt Government International Bonds                                             | Egypt Government International Bonds                                            | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    200000 | PA      | $175538.03    | 0.03%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| SAUDI INTERNATIONAL BOND                                                         | Saudi Government International Bond                                             | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    400000 | PA      | $352838.32    | 0.06%             | 2047-10-04      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                           | Anglo American Capital PLC                                                      | CUSIP: 000000000<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $172592.92    | 0.03%             | 2052-03-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Saudi Electricity Global Sukuk Co. 3                                             | Saudi Electricity Global Sukuk Co. 3                                            | CUSIP: 000000000<br>LEI: 549300BJ6IA5S2UFVN71 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $202857.16    | 0.03%             | 2044-04-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP DEV 2018                                                             | Sinopec Group Overseas Development 2018 Ltd                                     | CUSIP: 000000000<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $150774.84    | 0.03%             | 2051-01-08      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP OVERSEA 2015                                                         | Sinopec Group Overseas Development 2015 Ltd                                     | CUSIP: 000000000<br>LEI: 5299002Z28NLP3WPFH36 | Long             | DBT              | CORP              | VG        |    200000 | PA      | $182470.57    | 0.03%             | 2045-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SINOPEC GRP OVERSEAS DEV                                                         | Sinopec Group Overseas Development 2017 Ltd                                     | CUSIP: 000000000<br>LEI: 5493001IPW8ZGQ181Z16 | Long             | DBT              | CORP              | VG        |    300000 | PA      | $278192.84    | 0.05%             | 2047-04-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| STATE GRID OVERSEAS INV                                                          | State Grid Overseas Investment 2014 Ltd                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    200000 | PA      | $203570.53    | 0.03%             | 2044-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| TIERRA MOJADA LUX II SRL                                                         | Tierra Mojada Luxembourg II Sarl                                                | CUSIP: 000000000<br>LEI: 254900H2U8PBIY32VI94 | Long             | DBT              | CORP              | LU        |    169056 | PA      | $167203.08    | 0.03%             | 2040-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RAIZEN FUELS FINANCE                                                             | Raizen Fuels Finance SA                                                         | CUSIP: 000000000<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $159545.02    | 0.03%             | 2054-03-05      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                                                           | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |    100000 | PA      | $90248.45     | 0.02%             | 2040-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bonds                                             | Saudi Government International Bonds                                            | CUSIP: 000000000<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |    400000 | PA      | $386494.42    | 0.06%             | 2050-01-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                        | Prosus NV                                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $140799.08    | 0.02%             | 2050-08-03      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                        | Prosus NV                                                                       | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $135634.85    | 0.02%             | 2051-02-08      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| YINSON BORONIA PRODUCTIO                                                         | Yinson Boronia Production BV                                                    | CUSIP: 000000000<br>LEI: 5493007X12FTT746N678 | Long             | DBT              | CORP              | NL        |    196218 | PA      | $213680.33    | 0.04%             | 2042-07-31      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| AEROPUERTO INTL TOCUMEN                                                          | Aeropuerto Internacional de Tocumen SA                                          | CUSIP: 000000000<br>LEI: 254900FO1PHX49ZIGB14 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $166752.81    | 0.03%             | 2041-08-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                                                          | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    200000 | PA      | $197004.31    | 0.03%             | 2041-02-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| El Salvador Government International Bonds                                       | El Salvador Government International Bonds                                      | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |    200000 | PA      | $179812.36    | 0.03%             | 2050-01-20      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FIEMEX ENERGIA - BANC AC                                                         | FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    198101 | PA      | $207228.62    | 0.03%             | 2041-01-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALFA DESARROLLO SPA                                                              | Alfa Desarrollo SpA                                                             | CUSIP: 000000000<br>LEI: 2549006BJAN34R520038 | Long             | DBT              | CORP              | CL        |    196896 | PA      | $161018.66    | 0.03%             | 2051-09-27      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELEC                                                         | Comision Federal de Electricidad                                                | CUSIP: 000000000<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $150862.38    | 0.03%             | 2051-02-09      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| TRANSMANTARO                                                                     | Consorcio Transmantaro SA                                                       | CUSIP: 000000000<br>LEI: 549300NL65DC6HVEJX96 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $198863.44    | 0.03%             | 2038-04-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                      | Corp Nacional del Cobre de Chile                                                | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $193115.89    | 0.03%             | 2043-10-18      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                               | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $164163.97    | 0.03%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                               | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $158456.03    | 0.03%             | 2049-02-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                               | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $142346.61    | 0.02%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Corp. Nacional del Cobre de Chile                                                | Corp. Nacional del Cobre de Chile                                               | CUSIP: 000000000<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $206157.95    | 0.03%             | 2053-09-08      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                                           | Dominican Republic International Bonds                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    200000 | PA      | $219669.94    | 0.04%             | 2044-04-30      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                                           | Dominican Republic International Bonds                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    250000 | PA      | $257457.00    | 0.04%             | 2045-01-27      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                                           | Dominican Republic International Bonds                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $149190.66    | 0.02%             | 2048-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                                           | Dominican Republic International Bonds                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $147789.89    | 0.02%             | 2049-06-05      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                                           | Dominican Republic International Bonds                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    300000 | PA      | $267330.21    | 0.04%             | 2060-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Dominican Republic International Bonds                                           | Dominican Republic International Bonds                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $134671.86    | 0.02%             | 2041-01-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bonds                                           | Dominican Republic International Bonds                                          | CUSIP: 000000000<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    150000 | PA      | $159902.70    | 0.03%             | 2037-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds                                        | Costa Rica Government International Bonds                                       | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $217655.99    | 0.04%             | 2045-03-12      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| Costa Rica Government International Bonds                                        | Costa Rica Government International Bonds                                       | CUSIP: 000000000<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |    200000 | PA      | $221589.46    | 0.04%             | 2054-11-13      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| EMPRESA DE TRANSPORTE ME                                                         | Empresa de Transporte de Pasajeros Metro SA                                     | CUSIP: 000000000<br>LEI: 959800T4M5QUPYMSCH69 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $188375.40    | 0.03%             | 2047-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV                                                            | Grupo Bimbo SAB de CV                                                           | CUSIP: 000000000<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $155060.81    | 0.03%             | 2049-09-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GRUPO BIMBO SAB DE CV                                                            | Grupo Bimbo SAB de CV                                                           | CUSIP: 000000000<br>LEI: 5493000RIXURZEBFEV60 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $175661.52    | 0.03%             | 2047-11-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bonds                                                       | Guatemala Government Bonds                                                      | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $193879.78    | 0.03%             | 2050-06-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GUATEMALA                                                            | Guatemala Government Bond                                                       | CUSIP: 000000000<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |    200000 | PA      | $213507.16    | 0.04%             | 2036-06-13      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAS PENOLES SAB D                                                         | Industrias Penoles SAB de CV                                                    | CUSIP: 000000000<br>LEI: 549300WA2HB7776CB324 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $165927.81    | 0.03%             | 2050-08-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INFRAESTRUCTURA ENERGETI                                                         | Infraestructura Energetica Nova SAPI de CV                                      | CUSIP: 000000000<br>LEI: 715K4H1JYF3O6JOK1411 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $155552.44    | 0.03%             | 2051-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ORBIA ADVANCE CORP SAB                                                           | Orbia Advance Corp SAB de CV                                                    | CUSIP: 000000000<br>LEI: 549300MVHZ20SBIOEQ79 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $152650.06    | 0.03%             | 2044-09-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                                           | Mexico City Airport Trust                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $175872.38    | 0.03%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bonds                                          | Paraguay Government International Bonds                                         | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $205550.58    | 0.03%             | 2044-08-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Paraguay Government International Bonds                                          | Paraguay Government International Bonds                                         | CUSIP: 000000000<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $184298.41    | 0.03%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                                                            | Petroleos del Peru SA                                                           | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |    200000 | PA      | $141861.57    | 0.02%             | 2047-06-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                                         | Sociedad Quimica y Minera de Chile SA                                           | CUSIP: 000000000<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    200000 | PA      | $141943.60    | 0.02%             | 2051-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRUST FIBRAUNO                                                                   | Trust Fibra Uno                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              |  | MX        |    200000 | PA      | $185062.03    | 0.03%             | 2050-01-15      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| VISTA OIL & GAS ARGENTIN                                                         | Vista Energy Argentina SAU                                                      | CUSIP: 000000000<br>LEI: 549300FE4UJNCG1DB123 | Long             | DBT              | CORP              | AR        |     40000 | PA      | $39922.17     | 0.01%             | 2035-12-10      | Fixed         | 7.63%                 | No            |                  2 | On Loan: —       |
| YPF SOCIEDAD ANONIMA                                                             | YPF SA                                                                          | CUSIP: 000000000<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     90000 | PA      | $78225.60     | 0.01%             | 2047-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BRASKEM AMERICA FINANCE                                                          | Braskem America Finance Co                                                      | CUSIP: 000000000<br>LEI: 254900QMQAJ26H49CL75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $70005.69     | 0.01%             | 2041-07-22      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $227735.05    | 0.04%             | 2037-02-17      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                            | Indonesia Government International Bond                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $249354.82    | 0.04%             | 2038-01-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $201662.40    | 0.03%             | 2042-01-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $232357.15    | 0.04%             | 2044-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $198508.14    | 0.03%             | 2045-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $214511.02    | 0.04%             | 2046-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bonds                                         | Indonesia Government International Bonds                                        | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $200350.73    | 0.03%             | 2047-01-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MALAYSIA SOVEREIGN SUKUK                                                         | Malaysia Sovereign Sukuk Bhd                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | MY        |    200000 | PA      | $182621.67    | 0.03%             | 2045-04-22      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                             | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $180836.21    | 0.03%             | 2045-03-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                             | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    300000 | PA      | $267377.99    | 0.04%             | 2050-04-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                             | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $212762.87    | 0.04%             | 2055-04-03      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PETRONAS CAPITAL LTD                                                             | Petronas Capital Ltd                                                            | CUSIP: 000000000<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |    200000 | PA      | $138813.07    | 0.02%             | 2061-04-28      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Philippines Government International Bonds                                       | Philippines Government International Bonds                                      | CUSIP: 000000000<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $169286.73    | 0.03%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                            | CUSIP: 000000000<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $205003.52    | 0.03%             | 2042-05-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pertamina Persero PT                                                             | Pertamina Persero PT                                                            | CUSIP: 000000000<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $197157.71    | 0.03%             | 2043-05-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INDO ASAHAN/MINERAL IND                                                          | Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT           | CUSIP: 000000000<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    200000 | PA      | $196743.24    | 0.03%             | 2050-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PTTEP TREASURY CENTER CO                                                         | PTTEP Treasury Center Co Ltd                                                    | CUSIP: 000000000<br>LEI: 2549006WFOUPZX6TZG08 | Long             | DBT              | CORP              | TH        |    200000 | PA      | $152824.16    | 0.03%             | 2059-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LTD                                                          | Reliance Industries Ltd                                                         | CUSIP: 000000000<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    250000 | PA      | $184648.30    | 0.03%             | 2052-01-12      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer